I'll just list the books I have and have loved:
Tailchaser's Song, by Tad Williams. (An anthropomorphic animal story about mainly cats, but its incredible scope of worldbuilding and darkness within this story make it one of my favorites. It starts out with a young wild cat named Fritti Tailchaser (known to all as Tailchaser because that's his given name; it's really complex) trying to find his long-lost friend on the cusp of many cats disappearing, and eventually leads him into basically Hell for cats and all living things. The supporting characters are also three-dimensional and intriguing.
The Testing Trilogy, by Joelle Charbonneau. This is The Hunger Games done right. A dystopian novel after a nuclear war, this is about the government finding teenagers with exceptional skill and mental acuity to lead the world into a better age. The problem? The tests designed by those in charge are meant to kill those who fail. All the while, there are twists and turns, and the lead protagonist, Cia Vale, is a relatable protagonist, who wins not by any physical means, but with cleverness, common sense, and smarts. With a whole host of other characters who all have their own stories, this is one of the rare dystopian novels to do things in a way that makes sense.
The City & The City, by China Mieville. A detective story about two fictional, separate cities, the story starts out with a murder case by the MC detective, Tyador Borlu, and leads him from his city (Beszel) into another city (Ul Qoma) with its own separate rules and dangers. Just a fantastic detective story.
Firebringer, by David Clement Davies. Another anthropomorphic animal story, this time, about deer. It's about a fawn, born from a well-respected Outrider, with an odd-marking, threatening to take down a tyrant. It is also a horribly-sad story; DCD does not skimp on either violence nor the deaths that hit you in your feelings.
The Sight, also by David Clement Davies. The sequel to Firebringer, this time, about wolves. A wolf born who has The Sight, an ability to see the future and things that are not meant to be seen, her pack slowly dies, one by one, after she's born and the antagonist - another wolf who has The Sight - is rejected to join the pack. And yes, it'll hit your feelings as well.
The Mistmantle Chronicles, by M.I. McAllister. A pentalogy about anthropomorphic animals, this book could be for teens, but I liked it because of the political intrigue, about not knowing what's going to happen next or who dies, and the fact that the characters mesh well with the world they're in.
Animorphs, by K.A. Applegate. Don't read this series if you aren't prepared to read 53 books. If you do, just know that it's about five kids who are given morphing technology by an alien whose race is fighting a secret war against a race of parasitic aliens that go through the host's brain canal, wrap themselves into their minds, and control them entirely. It will utterly destroy any notion that kids having superpowers is "cool", far from it. These are kids fighting in a literal war, kids growing up far earlier than anyone would want. It's a teenaged series, but the darkness within got my attention as a kid, and it has aged well with the times, even though it's set in the early nineties.