We by Yevgany Zamyatin is awesome if you haven't picked it up yet. It's regarded as possibly the first dystopian novel if I remember correctly and although denied by Huxley may have also inspired A Brave New World.Just grabbed "1984" by George Orwell at the library. The movie disturbed me on many levels as a young lad so I've always been reluctant to pick it up. I'm on a dystopian kick at the moment (just finished "A Brave New World") so I thought I'd pick it up and scare myself to death again. For old times sake.
Edit: Definitely not the first. I can't read good. Still a great novel.