Almost better than that: they have put out CDs in the past (though I wasn’t aware of it)… and the CDs are explicitly labeled as “copy / give away, do not sell”. I have the Cryoburn CD (my brother gave me the book for Christmas)… turns out, the CDs are all available online!
(bad color contrast etc., and the older ones don’t have the books in epub but Calibre is my friend :D).
I couldn’t sleep one night at a hotel so I stayed up all night in the lobby drinking coffee and read The Fuck-Up cover to cover. It was pretty good, like On The Road if Kerouac was an 80’s kid and never left New York.
The last book that literally kept me up reading almost all night was “Zodiac,” by, IIRC, William Graysmith. It’s what the movie was based on, but I read it years ago. It’s an excellent true crime book.
Joe
“Budding Prospects” by T.C. Boyle Funniest book I’ve ever read by far.
The book I can’t put down is Len Deighton’s Bomber. I’ve read it four times, every time the last quarter all in a single time.
I agree with the above To Kill a Mockingbird, In Cold Blood and Harry Potter.
Let’s not let my SO know about Harry Potter, ok? It will be our little secret. 
Len Deighton’s* Goodbye Mickey Mouse*, another WWII airplane novel is also gripping.
If you’re up for a little pulp, the John Carter of Mars movie is coming up. A good time to read the series. A lot of fun if you can keep your modern expectations reasonably low
Books I’ve read through really quickly:
Lucifer’s Hammer – i read this in one weekend when it came out in paperback
Lord of the Flies – read it in one sitting
Bad Science – just read this
Planet of the Apes, believe it or not. Much better than the film.
lots of others I can’t recall now. I usually zipped through Uncle Cecil’s tomes.
Good Omens by Terry Pratchett and Neil Gaiman deserves a permanent home in your Nook, if you don’t have it already. Quite possibly the funniest book in the English language, and very re-readable. I like most of Barbara Hambly’s works, mostly fantasy. Diana Wynne Jones, too, though her endings tend to be weak.
Nonfiction…can’t go wrong with The Art of War, assuming you get a good translation. You should be able to get it for free. While this was written as advice for military strategy and tactics, it’s also excellent advice for just about any life situation.
Someone mentioned Connie Willis. Get To Say Nothing of the Dog.
Shogun by James Clavell, I read the whole 1200 pages in four days.
I’d mention “House of Leaves” as a love-it-or-hate-it thing, and you’ll proabably know within fifty pages which camp you’re in. Unfortunately, I can’t imagine it working as an eBook, the formatting and page structure are integral to the book, and it would be infuriating to read if you couldn’t easily flip between sections.
For myself, it’s the most unputdownable book I’ve read in years (Discworld aside, but that’s cheating).
Which translation?
Good Lord, tell me about it. I didn’t even want to read the last few, but I was addicted.
I would add One Hundred Years of Solitude.
Point of Impact by Stephen Hunter. Best pure thriller I’ve ever read.
Under the Skin, by Michel Faber.
Lonesome Dove, Larry McMurtry
Mila 18, Leon Uris
The Winds of War, Herman Wouk
I read, in one sitting, *Relic *a 480 page novel by Douglas J. Preston and Lincoln Child’. I stayed up all night, it was that riveting.
They made a stinky film out of it.
Arthur C. Clarke’s sf novel 2010: Odyssey Two was the first book I stayed up all night reading, it was that good, and that gripping. This was in high school, when I really did need my sleep.
Gary Jennings’s historical novel Aztec and George R.R. Martin’s sf satire Tuf Voyaging are both pretty un-put-downable for me, even now, after having read both about a half-dozen times.
The Ben Goldacre collection?
My unputdownables have been 1984 and I Married A Communist by Phillip Roth.
My daughter had a great line when she told me I had to read this: “It took me two weeks to get through the first third, and two long nights for the rest”.
My stay-up-late books lately have been Young Adult* fiction:
***The Hunger Games
***The Knife of Never Letting Go
***Yesterday When the War Began
All are the first book of a series, but stand up well on their own.
And totally engrossed me. Good dialog, well-paced plotting, and great characters that you actually care about.
Andrew Vachss’s first Burke mystery Flood. I literally read it in one sitting.