The Baroque Cycle by Neal Stephenson. It's an epic 3-volume masterpiece of historical fiction with a small amount of science fiction mixed in. It's set in the late 17th and early 18th centuries, with the simultaneous invention of Calculus by Newton and Leibniz as the centerpiece. The entire trilogy is a 3000+ page monster, so it requires quite a time investment (I think in paperback it's actually divided into 8 books). But totally worth it. Stephenson weaves his fictional events and characters into real history in a fascinating way, and uses language in a rather unique way, with a lot of archaic words to give his writing a feel of the time period. I've never read anything else like it.

Another favorite is the Hyperion series (sci-fi, 4 books) by Dan Simmons. I've read another book by Simmons that I found a bit boring, but this particular series is very engaging and full of big and thoughtful ideas.