The possibilities are endless and highly subjective. Here are a very few favorites of mine:
For historical fiction, Patrick O'Brien's Aubrey/Maturin series
For lesser known British Golden Age mysteries, Michael Innes, Cyril Hare, Edmund Crispin, Leo Bruce
For the greatest American Golden Age mysteries, Dashiell Hammett, Rex Stout (already mentioned), Raymond Chandler
For classic thirties pulp thrillers, The Spider, The Shadow, Doc Savage & Operator 5