For me it would have to be Revolt Against the Modern World by Julius Evola. No matter where you are in life, no matter how sure you are of your beliefs, this book will at least cause you some mental conflict. I'm sure by now many of you will have either heard of it, or read it, but it's essentially the anti modernist manifesto. Evola makes great arguments for hierarchy, against secularism, against female liberation, and essentially a return to older more Pagan values. The book is very critical of Christianity, but Evola argues his points persuasively, with many of his arguments being hard to deny. The book certainly hasn't made me a Pagan, but it's certainly made me think, so I'd highly recommend it.
What book would you choose?
It's very depressing to realise that no matter how much responsibility you take for yourself and your behavior, people who refuse to do the same will always comprise a significant and frequently overpowering voting block.