I am totally with NightScribe and the love of Nabokov. His ability to get you to feel for his characters is astounding!
I am also a huge Chuck Palahniuk fan. Haunted is a fabulous look into the depths of what people will do for fame. He just has a twisted view on society and a brilliant way of showing you that view.
Then of course there is the classic list; Stoker, Shelley, Austin... that list could go on forever, so I won't bore you!