I'd only recommend to take out Notes from the underground and replace it with Idiot, which Dostoevsky himself liked the most of all his works. Devils and Gambler are just below these three. Also, Humiliated and insulted allegedly made Nietzsche cry. But that one I haven't read (yet).
If you're having nihilistic thoughts, Notes from the Underground is a must. Idiot is good if you have a Jesus complex. :)
I think Zossima's arc from Brothers Karamazov feeds Messiah complex better than Idiot :)