Since I've just finished it: Drood by Dan Simmons
This one is particularly interesting, since the narrator (the 19th century novelist Wilkie Collins) is somewhat unreliable due to his rivalry with Charles Dickens and other emotional investments; and also his opium addiction.
Smilla's sense for snow by Peter Høeg
Worthwile for the insight into Smilla's thoughts and emotions alone. Iirc some of Høeg's other books are in first person, as well.
John Irving also mostly writes is first person as well. And you can't go wrong with Irving.