(I'd try the Pevear/Volokhonsky translation of "Demons")
But the best that I've run across (and existentialism is secular salvation, a daily way of living and seeing for me) are:
Dostoevsky's Notes from Underground and (the magnificent) Brothers Karamazov
Camus' The Stranger and The Fall
Sartre's Nausea and (play) No Exit
Kafka's Metamorphosis and many of his short stories.
Hamsun's Hunger
Hesse's Steppenwolf
Kundera's The Unbearable Lightness of Being
Nabokov's Despair (not an often-included pick, but all about identity and responsibility) and Invitation to a Beheading (post-Kafka greatness)
All the novels of Walker Percy (especially The Moviegoer)
Tolstoy's Death of Ivan Ilych (his biographical Confessions is also quite within the lines)
Miguel de Unamuno's Mist and novella Saint Manuel Bueno, Martyr
The poetry of Rilke has an existential taste to it.
Interestingly, most of these books are short, and some are around or within one hundred pages (Notes from Underground, The Stranger, The Fall, No Exit, The Metamorphosis, The Death of Ivan Ilych, Confessions, and Saint manuel Bueno, Martyr). If I had to choose five to start with, I'd take Dostoevsky's Notes from Underground and The Brothers Karamazov, Tolstoy's Death of Ivan Ilych, Camus' The Stranger, Percy's Moviegoer (the guy is a Kierkegaard buff, so it's all about despair and the struggle for meaning), and Hesse's Steppenwolf. That's just me.