I would have to say The Girl With the Dragon Tattoo by Stieg Larsson. Sometimes there's a reason a particular book becomes talked about by all and sundry - in this case, this is a highly gripping but also extremely well-written thriller with two great central characters. If you haven't read it, I would thoroughly recommend it. Some people struggled with the first fifty pages or so - I didn't but worth mentioning that it the pace ramps up the more you get into it.
I also enjoyed The Girl Who Played With Fire (also very good but not up to the standards set by the first); I haven't read the third book in the trilogy yet.