Too tough to do just one:
The Fountainhead and Atlas Shrugged by Ayn Rand are consistent favorites for related but yet different reasons. I also found Tom Clancy's The Hunt for Red October and Red Storm Rising absolutely enthralling and have reread them several times.
I followed Clancy's work religiously for several years, but he began suffering from the same kind of wordiness that makes most of Stephen King's books so unpalatable. There was one exception, though: The Stand will always be one of my very favorite reads. Finally, I found Lee Child's first book Killing Floor to be one of the most engrossing reads ever. I literally could not put it down.
All these have a somewhat similar theme, I just realized. They have an element of the lone protagonist struggling to do good against larger and sometimes unseen forces.