I could be pretentious and say "The Iliad" by Homer is my favorite. I've read the epic poem so many times that I know it backwards and forwards. But honestly, Stephen King's "The Gunslinger" is the book I turn to when I want to lose myself in another world. It contains everything I want in a story. It's a western, a fantasy, a horror story, a sci-fi story. It's a weird amalgamation of ideas that somehow all coalesce into one beautiful tale of a man's quest to save not just his world but all worlds..and maybe save his own tattered soul in the process.