A few more that spring to mind...
Diary Of A Nobody - short, easy to read, hilarious.
Dubliners - the easier end of the Joyce spectrum but still exquisite writing.
A Room With A View - if you're done with 19th century romance and moving on to Edwardian romance, this is definitely a must-read.
A Dance To The Music Of Time - Anthony Powell's semi-autobiographical 12-volume series spanning most of the major events of the 20th century up to the 1970s, bit of a homage to Proust but much funnier, although a bit patchy.
Vile Bodies, Decline And Fall, Scoop, A Handful Of Dust, The Loved One, Brideshead Revisited - surprised no one has mentioned Evelyn Waugh in this thread before now. Not a nice man but arguably the greatest English writer of the 20th century (though I'll grant that Greene and Orwell have a case for that title too).