Ooh, I know only too well the shame of not having read a big number of important books. Here's the true reading confessions of a bunch of famous/famousish lit folks.
I think my biggest shameful omissions so far are Moby Dick (particularly egregious since I lived a stone's throw away from where it was written for 7 whole years!) and Charles Dickens in general, whose style I actually rather loathe. I am trying to be the bigger person and just read at least Great Expectations already, but ugh, it's just so yucky to me.