I think if you watch an interview with DFW you will realize just how much he has thought of just about every facet of modern, entertainment-centric western society - all coming together in Infinite Jest which is the most depressing book I've ever read (he later committed suicide, so it might have been the most depressing contemporary book ever written either). Le Guin's The Left Hand of Darkness models an entire planetary civilization with no fixed sex (written in 1969, mind you), which I found very eye-opening. Dostoyevsky's The Brothers Karamazov (as well as Crime and Punishment) are extraordinarily psychological and philosophical - ethics, free will, and God are centric. Both Steinbeck and Vonnegut have multiple books I'd recommend, but East of Eden by Steinbeck is an all-time favorite tackling good and evil (honestly Nietzsche in novel); Slaughterhouse 5 by Vonnegut (just a notch above Heller's Catch-22) is the embodiment of darkness and absurdity. Take an anti-war sentiment and an author willing to tiptoe to the border of sanity and insanity and the result is SH5. It is truly brilliant, and as someone who is fortunate enough to not have ever been impacted greatly by wartime, it is equally eye-opening.
Honorable mention (a book I have read more recently) goes to Tom Wolfe with The Bonfire of the Vanities. This book combines the legal system (police and prosecutors), personal greed and ambition (Wall Street bond salesman), racism (Media biases), and class structures and privilege in a hard hitting social critique on 80s New York City. Everything between its covers is key to understanding how the world actually works.
This turned out to be a lot longer than I anticipated. Hopefully it is helpful!