I also think of these books as pretty deep thinking. They are usually on the serious side with a bit of a subject to tackle. For this reason, many of my favorite books are literary fiction...because I tend to like the serious stuff. You have to use your brain to read them (usually) and they truly get you invested and involved.
Some of my favorites are:
The Hotel on the Corner of Bitter and Sweet by Jamie Ford
Major Pettigrew's Last Stand by Helen Simonson
The History of Love by Nicole Krauss
The Story of Edgar Sawtelle by David Wroblewski
The Night Circus by Erin Morgenstern
Room by Emma Donoghue
The Help by Kathryn Stockett
All the Pretty Horses by Cormac McCarthy
The Angel's Game by Carols Ruiz Saffron
The Daughter of Fortune by Isabel Allande
Well, there's a start anyway!
What would you put on your list?