I love Don Quixote obviously. I find the symbolism to be something I can regularly latch onto as a way to describe things in my life. On the same note, I reread Waiting for the Barbarians by Coetzee for the same reason.
Coetzee is on my wishlist, heard great things about him - as soon as I am done with my current read I suppose: Portrait of a lady (Henry James) ;)
Update: Great, thanks for the suggestion - I'll go look it up at the uni library.
Waiting for the Barbarians is a great start. It is a good read + it works as a great analogy that can be brought up when talking to people who let fear run their lives.