I hesitate to say that Walden is one of my favorite works of literature only because I want you to experience it on your own, without thinking of it as something that you have to read.
But it is one of my favorite books, and I certainly won't be offended if you don't like it or appreciate it. However, I invite all of you to read with an open mind, and perhaps you'll give the whole book a read, and maybe it will affect you in the same way it has me.
It's the kind of book that you can read in chunks or open at random. It's about the big questions, really -- what life is, what life's purpose is, what life's purpose should be. Believe it or not, the book has changed many people's lives.
Oh, and here's a link to an annotated version of the whole thing and to The Thoreau Reader, a site from the Thoreau Society about the author and his works.