I don't have much to add beyond what has already been mentioned here but I thought that the Red Rising series was pretty darn compelling.
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The Stars My Destination was a pretty good one. I don't have a ranked list, but i'll throw in some recommendations anyway.
Allen Dean Foster is one of my favorite authors, wrote many many books set in the universe of the Humanx Commonwealth, although several books work as just stand alone novels with their own things going on. If I had to pick just one: Sentenced to Prism.
Lois McMaster Bujold wrote the Vorkosigan Saga, another series with many books. The main series follows Miles Vorkosigan, who essentially has to spend his entire illustrious career talking his way out of increasingly absurd shenanigans.
Tad Williams wrote Otherland (and other works as well, but I only read the one). It's a single story split apart 3 books, with some good cyberpunk shenanigans.
If you're willing to dip into warhammer 40k, there's some good stories although it's a lower reading level. the Eisenhorn trillogy is a good introduction to the setting, also something of a spy thriller. The Infinite And The Divine is probably my favorite though, features two geriatric immortals harassing each other over thousands of years trying to steal/use a mcguffin, 10/10 shenanigans.
Ringworld + sequels
Rama + sequels
Both of those are good classics for a starting point
Lots of good suggestions here. I've just ordered Anne Leckie's 'ancillary' trilogy.
I'll recommend Gene Wolfe's Book of the New Sun (The Shadow of the Torturer, The Claw of the Conciliator, The Sword of the Lictor and The Citadel of the Autarch) - Lots of weird, cool imagery and ideas.
I need to get around to The Urth of the New Sun at some point.