O.K., let's all band together and try this, shall we? Since nobody stepped up to the plate last time around, I'm gonna throw some suggestions out there (and hope that people are listening.)
For the past year or so, I've been on a serious early 20th century Pulp kick, reading H. P. Lovecraft, Robert E. Howard, and Sir Arthur Conan Doyle. I figure, fuck it, I'm reading piles of this stuff anyway, let's see if we can get the Ent Moot crew in on some of this!
Most of these authors wrote in the short story format, being published in many turn of the century pulp magazines, but most of them have a novel or two to their credit. So, I offer a couple of suggestions (all of which I've yet to read myself):
Hour of the Dragon
The only full length Conan story written by the character's creator, Robert E. Howard. If your only experience with Conan "the Barbarian" is with the Arnold movies, you're in for a treat. This is available in the recently published The Bloody Crown of Conan.
At the Mountains of Madness
I've been wanting to read this for years. H.P. Lovecraft's novella of an Antarctic expedition which goes horrifically astray. Again, if you haven't yet exposed yourself to Lovecraft, you've got some reading to do. Everything from Hellboy to Clive Barker to the classic Alone in the Dark PC game was inspired by this guy. Available in many many different collections, I picked up The Library of America's H.P.Lovecraft: Tales after reading a glowing review in Neil Gaiman's journal (officialgaiman.) There's cheaper versions available of course, like this one.
A Princess of Mars
Written by Edgar Rice Burroughs, the creator of Tarzan. Robert Rodriguez was once connected to direct the film version of this, prior to his quitting the director's guild. It's still in pre-production however. I can remember this sitting on my brother's bookshelf when I was a child. Rumour has it that the martians were the inspiration for certain aspects of the portrayal of the aliens in the film version of Starship Troopers. At any rate, any decent library should have a copy of this as well as the other two.
(FYI: I happened to find the first three Martian books in a $10 single volume edition at Barnes and Noble.
So, any takers? Preference? Other ideas?