It took me forever, only because I already know the story and because I was reading other things too, but I just finished Virginia Woolf's The Voyage Out for the second time. It's her first novel, and not her best, but the way in which she gets inside her characters' heads is just wonderful. They don't think the way fictional characters think. Their thoughts are random, compounding on one another, sprung from who they are and what they want or think they want. This technique comes to beautiful fruition, I believe, in To The Lighthouse.
I also just finished Lolita. Wow is all I can say. I was ambivalent, truly ambivalent, but Nabokov won me over with his style. Humbert Humbert is disgusting and witty and sarcastic and pitiful all at once. He grew as a character. He was, in a symbolic way perhaps, redeemed. By acknowledging what he did, what he caused in Lolita's life, he became someone you could have empathy for. Lolita, poor lamb, is doomed.
The book I just started is Arthur Phillips's The Egyptologist. Very enjoyable so far. I was a bit put off at first by the fact I thought the detective and the egyptologist sounded alike, but I got into the rhythm of each character's “writings” and now they are totally separate for me.