That is a loaded question. Hmm, I honestly can't come up with just one book. I know that finishing The Wheel of Time series by Robert Jordan is a must. The why is, I guess he captured me with all of his plot twists, but still heading to the ultimate goal. I need to know if Rand becomes more himself again. I fell in love with the character and found it painful to see him change, now I just need to know if he finishes the job and still keeps any of his sanity.
There are many, many more I could list, but The Wheel of Time series takes the cake.