Fun Home - is an autobiographical comic that explores the authors family, relationships and coming out as gay. It's funny, deep, tragic, honest. I love it.
'No one belongs here more than you' - Miranda July - a collection of really diverse short stories. Some are surreal, haunting, others are quirky and funny. I can't recomend this enough. She seems to portray naivity in her characters but approach pretty harrowing situations; a girl working in a peep show, a woman having a love affair with a shadowy form that visits her each night.
Angela Carter rewrites fairytales, she makes them more grotesque and sometimes swaps the gender roles writing in the woman as protagonist. Some of them border on horror for me, she really pushes the boundaries I feel, you could even say some of the scenes are perverse. And intimitandly she includes brief memoirs of her own life.
I love Anais Nin's journals more than her fiction generally, and 'Henry and June' captures a really intense part of her life where she has an affair with Henry Miller (and has a kind of fling with his wife too). She analyses and explores herself with complete honesty. And reading it you really pick up on her excitement about exploring life and exploring herself. (There's a good film of this book, by the same title).
The Sunset Limited - it's philosophical, set out in the form of a dialogue between a nihilistic lecturer/professor who is saved from suicide by a religious guy. They argue back and forth about meaning/value in life.