The Final Empire (Mistborn, Book 1)
I just finished this book after reading 75% of it in one sitting. It was definitely easy to get immersed in this world.Sanderson has very thoroughly created and described an interesting system of magic which involves metabolically burning ingested metals. He has also created sympathetic heroes (Kelsier - the rebel leader bent on revenge and Vin - the untrusting girl bent on survival) as well as disturbing villains.
I'm looking forward to the next book in the Mistborn trilogy.