Ooh, good thread. I'll just mention some of the first that come to mind.
"Black Beauty" by Anna Sewell - The first time I ever felt guilty about crying, was while I was reading this book. This book taught me about compassion and empathy, for all living things. It awakened me to the power of the spirit, and it showed me how selfish some people can be. This is one of those books where the next day after finishing it, the entire world changes before your eyes.
"Robot odyssey I: Escape from Robotropolis" by Fred D'Ignazio - Robotropolis was the first book which introduced me to paradoxes, control of matter by the mind, and basically the concept of a robot world ala the Matrix.
"Ender's Game" (and the entire Ender Wiggins series) by Orson Scott Card - I think this book ends up on a lot of "favourite" lists. It is no suprise, as this book is a real thought provoking work. While this book accomplished many things, it most fundamentally instilled in me a healthy skepticism for war. Ender's Game is also a wonderful analysis of humans as social beings, in that it almost perfectly captures the mental state of the loner, and shows how that type of thinking leads to many conflicts between people. This book deals with intelligence, isolation, gullibility, unique talents, depression, motivation, etc. I LOVE THIS BOOK!
"1984" by George Orwell - Nothing really needs to be said about this. It is Orwell's greatest book and his life's total summation. Some are depressed by it, but I find that it fills me with energy and an intense curiousity.
"Point-Counterpoint" by Aldous Huxley - This is one of Huxley's less known works (I guess all his works are less known than BNW). It is a detailed look into the world of some very elite people in England, along with a bitter satire on said people. It is anti-intellectual, in a good way....showing the reader how pretentiousness and psuedo-intelligence make for a shallow existence.
"Replay" by Ken Grimwood - One of my greatest guilty pleasures. This book will trip you out. One of the most original ideas I've ever seen in fiction. And I've never encountered anyone else who has read it (anyone?). If you read any book on this list, read this one first!
I think these books are the ones that most helped to shape my world view. I actually read most of these when I was a teenager, and though I have read many books since then, these ones are forever stuck in my memory.