I turn to kid's books. Here is a great list on a great website. I loved Harriet the Spy and The Mixed-Up Files... and still wish my brother and I could run away together and live in the Met. We wouldn't have come back. (I miss you, baby boy. I hope you are resting in peace).
Despite the lure of the brainy protaganist, I have to say I mostly loved spooky stories as a kid. This was pre-Goosebumps, and I had not yet discovered Christopher Pike and his ilk, nor the evil grip of V.C. Andrews and Anne Rice (thankfully I got over that bullshit quickly- take note, goths). My favorites were by John Bellairs. I would go to the library each week to borrow a new one, and always always covet a copy of my own. I collect them now when I find them, both to heal the poor child within and for the kickass Edward Gorey cover illustrations the old editions have.
My current favorite kid's books are the Captain Underpants series and (duh) the Series of Unfortunate Events. I haven't read either in awhile, and I have bought any in forever. I always feel kind of bad when I gleefully pluck them from thrift stores shelves, therefore keeping them out of the hands of children, but I still do it anyway.
Too bad, short arms!