Bolo! by David Weber. A series of stories about AI controlled super-tanks who are often called upon to fight in the face of overwhelming odds, and the human operators who fight (and very often die) alongside of them.
"Grimmer Than Hell" and "The Butcher's Bill" by David Drake. Military SciFi stories.
"Howling Mad" and "Sir Apropos Of Nothing" by Peter David. The former asks "What happens when a werewolf bites a WOLF?" The latter is a VERY cynical fantasy novel (example: the protagonist berates his friend for attempting to rescue a witch from an angry mob, and points out that the witch wouldn't have lifted a finger to help either of THEM if they were the ones about to be burned at the stake. The witch is standing right next to them. Bonus: she agrees sides with the guy who was happy to let her burn to death and thinks that his heroic friend is an idiot).
If you're a Star Trek fan, Peter David wrote a number of ST novels: Q-Squared, Strike Zone, The New Frontier Series, A Rock And a Hard Place, and quite a few others.
The Rogue Warrior series by Richard Marcinko. A series of novels (the debut book, "Rogue Warrior", is allegedly true) about Navy SEALs being badasses. Not great literature, but fun.
"Stranger in a Strange Land", "Starship Troopers" and "The Moon Is A Harsh Mistress" by Robert Heinlein. Yes, the "Starship Troopers" movie sucked. About the only thing the movie shared with the novel was the title.
"Grunts" by Mary Gentle. A Tolkienesque fantasy setting with a Final Battle looming. Told from the orks perspective, who are pretty much resigned to the fact that the good guys are going to somehow win despite being vastly outnumbered.
"First Flight" by Chris Claremont. Sci Fi.
The first six or so books in the Anita Blake series and the first couple books of the Merry Gentry series by Laurell K. Hamilton. Both series deal with supernatural creatures living openly in the modern world. The Anita Blake series is about a licensed vampire executioner (vampires have rights in the series and can only be killed legally with a proper warrant). The Merry Gentry series deals with the Fey in a modern setting. She has a tendency for her protagonists to grow into God's stronger, smarter, prettier sister when a series runs for too long. Also, her debut novel "Nightseer" was a good fantasy story.
"The Great Book of Amber" by Roger Zelazny. I'm not a fan of the fantasy genre, for the most part, but I loved this series.
"Armor" and "Vampire$" by John Steakley. If you ever watch a vampire movie and wonder "Instead of sneaking into the vampire lair at night, why don't heroes just wait until daytime and blow the damn place up?", I recommend "Vampire$".