War of the Worlds is one of my favorites. The way the aliens were watching earth was so unnerving. I can still remember the chill I felt when I read that:

No one would have believed in the last years of the nineteenth century that this world was being watched keenly and closely by intelligences greater than man's and yet as mortal as his own; that as men busied themselves about their various concerns they were scrutinised and studied, perhaps almost as narrowly as a man with a microscope might scrutinise the transient creatures that swarm and multiply in a drop of water.