Vince flynn writes some great books about a CIA agent named Mitch Rapp. Usually very fast paced and with a few twisties along the way.
Same goes for Matthew Reilly. He's written a few different series now. Contest is Sci-Fi action. The Scarecrow series is very military orientated. The Jack West Jr series is more of an Indiana Jones style adventure. Always fast paced and very hard to put down simply because there are no boring bits where you think, "Yea, I'll give it a break here". You always feel 1 page away from a big event.
Bernard Cornwell sticks to a historical fiction style of writing. The Sharpe series is quite well know. There are also series based around Saxon England, The Hundred Years War and King Arthur. 90% of the events in the books are researched and based on fact, with the other 10% being creative to involve the character.
For a more fantasy style book, Magician by Raymond E Feist is widely considered to be one of the greatest. Personally, I compare it to Lord Of The Rings in terms of the epic scale, except Magician deals with 2 different worlds, not just one. If you do enjoy the story, there are about 20 other books set around the same world and characters, or descendants of characters.
EDIT : Almost forgot... Starship Troopers by Robert Heinlein. Don't not be put off by the over the top movie, it is a fantastic book. Especially the scene discussing "value". Awesome. Fact of the day, this is on the Marine Corp Reading List for Privates to Lance Corporals.