Currently reading "Letters" by Dostoevsky, who is btw my favourite 19th century writer, so for my favourite book goes "The Brother Karamasov". On the other hand, one can perhaps not have one favourite... (thinking of Goethe, Balzac, Shakespeare, Joyce of course, Dante, I just love the classics).
Also reading "Brave New World", Aldous Huxley, which is kind of entertaining, I have to admit (reading it in school)...
Oh, and from time to time I rather stare at than read in "Critique of pure reason" by Kant. I would not recommend it, get you a summary. Long sentences...bah.

And I concur on Madame Bovary, it is rather boring. Flaubert generally doesn't do it for me.
I ordered the whole "À la recherche du temps perdu" in French, which turned out a mistake... it's like 2500 pages

I am still too afraid to start reading it (got it 6 months ago).