The Bourne Identity by Robert Ludlum

A man is found floating in the sea, seriously wounded, suffering from almost total amnesia. He is picked up by a passing boat and taken to the nearest doctor, who discovers a chip surgically embedded in the man's hip. It contains the number of a Swiss bank account. It also becomes evident that the man has had extensive plastic surgery to make his face as regular, as unremarkable, as possible.
The man travels to Zurich to try to discover his identity. He finds out that his real name is Jason Bourne and that there are many people who either fear him or want him dead. Bourne comes to the almost unescapable conclusion that he is a trained assassin.
Along with a woman, Marie St. Jacques, whom he has used as a hostage to enable him to escape those who are tracking him down, Bourne begins a race to discover who wants him dead, and why.

This is one of the best thriller plots ever written. Let's be clear that this is in no way the same as the Matt Damon movie, which is a pretty poor shadow of Ludlum's intricate and brilliant story. If you can put this book down, it'll be a rare achievement; it keeps you on your toes all the way through and the final twists of the plot aren't revealed until the very end. This is not a novel of half-measures, and the imaginative scope behind it is breathtaking.

Now, I'm not saying that Ludlum is the best prose stylist ever. His writing can be cliched and trite at times, but he makes up for it with a real talent for keeping his reader's heart racing from beginning to end.

The Bourne Supremacy and The Bourne Ultimatum, also by Robert Ludlum.
Along Came a Spider by James Patterson
Angels and Demons by Dan Brown