Classic.

Henry David Thoreau 'Walden'

I could describe at length how much this book changed my life, which it truly did. Instead perhaps I should allow Thoreau; "I learned this, at least, by my experiment: that if one advances confidently in the direction of his dreams, and endeavors to live the life which he has imagined, he will meet with a success unexpected in common hours" 

Marcel Proust 'In Search of Lost Time (A Remembrance of Things Past)'

A true masterpiece. It is dense, difficult and better read in french. A book many ignore outside of academia, all seven volumes represent an intimidating task. I recommend the audio books.

Marcus Aurelius 'Meditations'

"It is not death that a man should fear, but he should fear never beginning to live"

"Everything we hear is an opinion, not a fact. Everything we see is a perspective, not the truth" 

Meditations may be the most quotable piece of thinking ever recorded. The Stoic masterpiece building on Seneca is perhaps the most profound glimpse into a man of such power and intrigue.