Lolita is phenomenal. I love everything Nabokov wrote.
Phillip Roth is what happens if you take modernism/Nabokov too far. American Pastoral might be his best, but the pointless detailing of the glove making process is so boring. All that research he put into it, and now it's totally unimpressive in an internet world where anyone can watch a youtube video on glove making. I understand why Roth is considered great, but the guy is a soulless technician.
Read the Luzhin Defense for another crack at Nabokov. Or really Pale Fire is his next best after Lolita, but is even denser with references and hidden meaning than even Lolita.