I've posted this site a million times here, just read everything on it. Covering four different time periods in western literature, Harold Bloom has compiled the most comprehensive list of great, influential novels, short stories, plays and poems (among other things) I've found:
http://www.interleaves.org/~rteeter/grtbloom.html
That one is my favorite, but you can check out some of the other lists on the site too if you want, especially if you're interested in other cultures:
http://www.interleaves.org/~rteeter/greatbks.html