The way I usually answer this question is by saying "whatever book I'm reading at the moment". In that case, my answer would be the sci-fi book The Dark Forest by Liu Cixin. It's not the book I've most enjoyed reading, though (but I'm far from done, so who knows). For that, I'd have to go with Lois McMaster Bujold's fantasy novel The Curse of Chalion. Truly a masterpiece. I also really enjoyed Children of Time by Adrian Tchaikovsky and David Brin's first Uplift trilogy (I'm specifying the first one only because I haven't yet read the second); all of these are sci-fi as well.
As far as non-fiction in concerned, Night by Elie Wiesel and Neither Wolf Nor Dog by Kent Nerburn are the first that spring to mind. Both of them are well-written and certainly must-reads, but they cover horrifying and sad topics, ie. the Holocaust and the mistreatment of Native Americans respectively, and should be approached accordingly.