Well, a lot of you won't consider this to be a book of the Bible, but I really love the Book of Tobit. It has everything: an exciting journey, a tale of faithfulness on the part of Tobit, a classic love story between Tobiah and Sarah, a cosmic battle between the angel Raphael and the demon Asmodeus, a wonderfully happy ending, and it even mentions Tobiah's faithful dog. What more could you ask for?
I like the Old Testament because it shows more of what God did for the people even though they kept turning away... read Judges and you'll see what I mean. I also like Psalms, Judges, James, and many more.