One of the best first person, for me, was The Catcher in the Rye. However, it does seem that it's a hit and miss kind of thing for people - half the people I know who've read it love it, and the other half hates it. Some people find the MC, Holden, extremely frustrating and whiny at worst and annoyingly adolescent at best, but I find that the very fact that he has a very clear and distinct voice and personality - albeit one that may not be necessarily likable - is the book's greatest strength, and I generally recommend it for learning characterization and how to shape a character's voice adn attitude.
Yeah, the Catcher in the Rye was amazingly well-written, IMO. More than that, though, I really like Jim Butcher's Dresden Files, from the POV of his main character, Harry Dresden. Those are quite entertaining and exciting reads as well. Another very well-written book that I just started reading is Secret Sanction, by the not-all-that-well-known-author Brian Haig.
My current favorite first-person POV book (fiction) is the Hunger Games As for non-fiction/memoir, I really liked Eat, Pray, Love and The Sex lives of Cannibals (the former is actually really really funny - though the title of the book is a bit misleading)
I agree especially with Hunger Games and Catcher in the Rye. Also, Sherlock Holmes. Written from Watson's perspective.
