Suggest me a story I can get lost in

My last few books have been stories told in a series of vignettes. While they've both been lovely, the style has its limitations. Namely, it can sometimes feel a bit disjointed, and it seems just as the story is building up, it jumps to the next vignette.

So, I'd like to take a break from literary tapas and go into a giant dish I can sink my teeth into. Perhaps something that inspires awe and wonder. Maybe even a bit of dread. I want that feeling where after an hour or so of reading, I have to slowly re-orient myself to the real world.

Anyone got any suggestions?