Milorad Pavic from Serbia/Croatia is fun to read. I read "Dictionary of the Khazars" not long ago, and it's quite unique. It's a fictional dictionary or lexicon about a fictional people called the Khazars, who supposedly lived around the Black Sea hundreds of years ago.
The book is split into three parts: one Christian, one Muslim and one Jewish, and each describes various important Khazars and events surrounding them in the style of a lexicon. These three accounts vary a lot depending on the agendas of their three respective fictional writers, so it's up to the reader to determine which account is the correct one. There are also two versions of the book to complicate matters further: one masculine and one feminine. I have the masculine version. The only difference between the two are 17 lines or so of text, which supposedly change the whole meaning of the book.
The book can be read in several ways too. You can read from cover to cover, or you can pick an entry you're interested in (say "Brankovich, Avram") and read about that in all three versions. You can also read the entries in any succession... there's no start or end to it, just like in a lexicon.
The content is not for everyone. It's like a drugged-up version of the 1001 Nights. Lots of weird stories, and most of them are told three times in different, often contradictory, ways. I liked it, and I plan to buy another of Pavic's books soon: "Landscape Painted With Tea". Seriously... I would have bought that one because of the cool title alone
Another slightly similar, and just slightly more realistic, writer is Orhan Pamuk from Turkey. He's pretty big in those parts, and some of his books have reached a very wide audience all over the world. Like "My Name Is Red", which I read last spring. The story is set some hundred years ago in Istanbul, and revolves around a group of miniature painters. One of them is murdered, and the story is about this murder and the attempt to discover who did it. Not very surprising, but it's told in a brilliant way. EVERYTHING can be a narrator in this book. The narrator's pov changes with each chapter. The "main character", one of the miniature painters, has several chapters, and so has his colleagues. The killed painter is also able to speak about his experience. But it doesn't stop there, or with other people. One of the chapters is narrated by a painting of a dog. Another by a coin that once lay in the killer's pocket. And so on. It's fun to read if you can keep up with all the changes, and with the unfamiliar setting.
I haven't read much of other modern writers that haven't been mentioned (Eco is a must!), but I think I have to mention Toni Morrison. I've only read one of her books so far, "Beloved", but it will most certainly not be the last. Very challenging and often disturbing... not much fun at all, but it's incredibly absorbing nonetheless. If you like to analyze and ponder over what you read, this one should keep you occupied for a long time.