Arthur Schopenhauer , Rene Descartes.. ..
Ayn Rand didn't exactly know what she was talking about when it came to philosophy. I've never actually come across a reference to this with respect to her, but I'm pretty sure John Nash actually proved her wrong mathematically in his paper on Non-Cooperative Games...
Philosophy, to start with:
Plato: The Republic is his longest and greatest work, but his dialogues are good as well.
Aristotle: The Nichomachean Ethics aren't too dense.
St. Augustine: Confessions, read after understanding Plato's forms.
St. Thomas Aquinas: A little harder, but some excerpts aren't bad. The Five Ways, etc.
Descartes: A little simplistic, but his Mediatations on First Philosophy are famous enough (Cogito Ergo Sum... although that statement is logically flawed...)
I recomend these works on the grounds that they aren't that difficult and are a good introduction to philosophy. They are, for the most part, however, plagued by a simplistic dualism that isn't really surmounted until the German idealist GWF Hegel. His Phenomenology of Spirit is absolutely brilliant, but is by no means any place to start. The work is often detested by even philosophy students in college for being too abstract. Fortunately I have some knowledge of modern physics that is helping me understand his position on consciousness and reality, but the prose is indeed quite difficult. Just for example though, for how ahead of his time he was: "Matter is not an existent thing, but notional." (written in 1807... over a century before the advent of quantum theory) Sound familiar to the Copenhagen interpretation of Quantum Mechanics? He also proves that any empirical standpoint on science will result in dealing only with probabilities. Sound familiar to the Schrodinger equation? Brilliant... but anyway.
For fiction, the Brothers Karamazov by Dostoevsky is a brilliant work and involved a range of viewpoints. Worked into the novel is a short story by the character Ivan, a perturbed intellectual who cannot believe that God could allow such violence in the world, that is considered by many to be one of the greatest short stories ever written... that is, included in a novel considered by many (I one of them) who consider to be one of the greatest novels ever written. Neitzche said in reference to Dostoevsky, "He is the only pyschologist that I have ever learned anything from. I hold my acquantance with him among the greatest acheivments of my life." No small compliment.
Hemingway and Faulkner are also good for insight into modern existentialism and related thought, although Faulkner is generally considered hard to read. Light in August wasn't that hard. The Sound and the Fury will have to be read more than once, without question.
Ahh! How'd I miss Existentialism is a Humanism by Jean-Paul Sartre. Very accessable work, and it virtually defines the modern definition of existentialism. Highly recomended as an introduction to modern thought. Quite short, as well.
The History of Western Philosophy by Bertrand Russell was an awesome cross section, in my opinion. It starts with greek philosophy, logic, and mathmatics showing you how they integrated into philosophy and how western philosophy got to where it is today.
I think starting with a book like this better prepares your mind for "how to think" before jumping right into "The Republic" or "Thus Spoke Zarathustra". Russell does, at times, heavily impose his thoughts on the subject almost to the point of influencing the reader.
If you can separate this from what the philosophers were trying to convey, The History of Western Philosophy is a very good primer.