Oh, what a topic. I have a lot, being blessed to be able to read them in their original Russian. Here are just a few.
Lev Tolstoy, but NOT his "religious" writings - rather, his two monumental novels, "War and Peace" and Anna Karenina" (and of those two, "Karenina" comes as a very distant second).
Andrey Mel'nikov-Pechersky ("In the Woods," "On the Hills").
Chekhov - of course, everything.
Ivan Bunin, many novels, including both early and late. Incredible mastery of the language, astonishing prose.
Alexander Kuprin, esp. "Yama" ("The Hole"), "Duel," "Olesya."
Dostoyevsky: a great master of tragedy, incredible power of writing, but sometimes a tad more epileptic than I can bear.
Sticky, overly sweet (that part is fortunately lost in translations).
Of more contemporary authors - Andrei Platonov ("Kotlovan" - don't even know how to translate...), "Chevengur"); of course Mikhail Bulgakov ("The Heart of a Dog," "White Guards," "Master and Margarita"); Vasiliy Aksenov (esp. "The Island of Crimea").
One favorite non-fiction author - Fr. Alexander Schmemann ("Journals").