The Penguin Book of Classical Myths by Jennifer R. March, an incredible collection of Greek mythology. It's quite long, with 500+ pages, but you can find all the famous stories (Heracles and the 12 works, Jason and the Argonauts, The Odyssey and the Iliad, Theseus, Perseus, Aeneid and many others), with passages from different ancient authors, which gives us a different take on the myths we know. Overall, a must-have book if you like ancient Greek mythology.
Twenty Thousand Leagues Under The Seas and Journey to the Center of the Earth are also held close to my heart, as they were the books I read when I was a child.