I can recommend the Old Man's War series by John Scalzi. I've read the first four books (the 4th being a young adult novel). There are two more, which I also plan to read. It's about interplanetary war, where the humans turn out to be just as much opportunistic, war-mongering scumbags as the rest of them, if not more so.
A good book with science fiction short stories I can recommend is Axiomatic by Greg Egan. Very much hard sci-fi stories instead of spaceships and aliens.
On horror, I liked the Dutch novel HEX by Thomas Olde Heuvelt. Of course, I read it in Dutch, and it's set in the Netherlands. However, for an international audience, the author has rewritten his novel, so it's set in the Hudson Bay area in America, with more stuff that appeals to Americans and an American style of humor (Dutch humor can be darker than Americans tend to enjoy). He said he wanted to present a familiar picture, with the reader feeling at home, and then striking even harder when the horror starts happening. I haven't read this American version, but the Dutch version was very much worth reading.
A more literary horror book I can recommend is Lisey's Story by Stephen King. I've read a lot by him, and I think this is his most cerebral novel (of the ones I've read, at least). He cites it as a personal favorite.
EDIT: one more: The Dinner by Dutch author Herman Koch. There are three movie versions made of it, none of which are very good. I really liked the book though. I know it's been translated to English because I read a statement by Stephen King who praised it. It's not horror/fantasy/sci-fi however, but still good.