As usual I don't have a single original thought, so everything I would have recommended has already been done so, but I am still capable of seconding things.
If you want something with everything, read any of the Discworld books. Maybe not the first two or three, as Pratchett took a while to develop the setting and the characters, but anything after them is literary gold and very much deserving of every single bit of praise heeped upon them.
If you want something with more action, try the Gaunt's Ghost series. Dan Abnett is THE man when it comes to depicting Warhammer 40,000 and is a master of military fiction (and I say this as someone that is heavily against the military). And on a WH40K trend, I also recommend the Ciaphas Cain series; it isn't as good as Gaunt's Ghosts, but it is ridiculously hilarious in a way that I never imagined the grim darkness of the far future could be.
As a final note, anything by Issac Asimov is a must. Not all of them are necessarily good stories, but the influence of the Foundation series on every piece of subsequent science fiction is undeniable and should be understood, and I, Robot remains a fundamental collection of robot stories.