Unfortunately I do not have much time for novels, so when I am reading it's usually short stories.
My top three list:
A coward. By Guy de Maupassant [classicreader.com]
An Occurrence at Owl Creek Bridge by Ambrose Bierce [classicreader.com]
Traveler, if you come to Spa... by Heinrich Böll
(Unfortunately he has not been dead for long enough for copyright to expire, so no link available) What's your favorite short story? Or author of short stories. I need new stuff to read.