Devil in the White City is great. Other recommendations for non-fiction (Forgive me if I can't remember all the author's names)
King Leopold's Ghost - crazy story
Fast Food Nation and Black Market - I enjoyed both of these. Black Market isn't as good, but the chapter on porn is hilarious.
A Short History of Almost Everything - Bill Bryson
Encounters with the Archdruid - John McPhee (does get a little political about environmentalism, but is all in context of the discussion between the men on the hikes)
Desert Solitare - Edward Abbey (about his time at Arches National Park)
The Secret Life of Lobsters - interesting read.
Rats - About a guy who followed a colony of rats for 10 years in NYC. Interesting, if you can stomach it.
Fiction:
I have been enjoying the Scott Pilgrim series, so I'll second that.
I really like the Fables series.
Also a big X-Men and Watchmen fan.
I know you didn't say anything about novels, but I've just recently read these and found them to be enjoyable:
The History of Love (my husband says this is a "chick" book, but it's extremely well written. The Author's husband wrote Everything is Illuminated)
The Secret History - kind of on the thriller aspect of books, but a good read
Breakfast of Champions - for some reason, it's taken me 30 years to get around to reading Vonnegut. I'm almost finished and love this book.
DON'T recommend - any of those stupid ass vampire books by Stephanie Meyer. I found the first one to be completely infantile and horrible.
Joe College by Tom Perotta.
Anyone else here on Goodreads?