Snow

I tried starting with Pamuk's “My Name is Red”, but it just didn't hook my attention at all. The blurb on “Snow” seemed more interesting, and once I began it in earnest, I couldn't put it down. Especially after the first few chapters - it grips. It starts off pretty slowly but picks up the pace later, and once it does, it's difficult to put it down.
Although there are so many characters with similar names, each one has a very distinct personality that gets etched in the reader's mind.