I was gonna recommend McCarthy too. Mainly The Road, couldn't put that one down. Or Wikie Collins' The Lady in White or The Moonstone if you want some 1800s page turner goodness that doesn't make you feel dirty/stupider for having read it.
I ditched Henry James because reading it made me feel like being stuck in a traffic jam. I'm open to being convinced to try him again though.
Now I'm reading Laurence Sterne's A Sentimental Journey and loving it. Sterne makes me feel warm and fuzzy inside.