Jude the Obscure (Oxford World's Classics)
My favourite Hardy novel. I'm nominating it again.
Middlemarch (Oxford World's Classics)
One I have not yet read, but have always meant to read by George Eliot.
The Pickwick Papers (Oxford World's Classics)
No Victorian list would be complete without a little Dickens (and one I have not read), and this is one of his comedic works.
The Warden (Oxford World's Classics)
The first of the Barchester novels by Anthony Trollope, one of the lesser known Victorian writers. Think Dickens lite.
Thackery's masterpiece. A bit of a wild romp with a female lead (Becky Sharp) who is quite un-Victorian.
Aside from a couple of his plays and a short story or two, I have never actually read anything by Oscar Wilde, but I have always meant to.