I'd place it 5th in my overall favorite books list. It is certainly one which has influenced me deeply and continues to do so, ever since I first read it 13 years ago.
1. The Book of Disquiet by Bernardo Soares/Fernando Pessoa ("Livro do Desassossego" in the original Portuguese)
2. 1984 by George Orwell
3. The Unbearable Lightness of Being by Milan Kundera
4. The Design of Everyday Things by Don Norman
5. (As mentioned) The Picture of Dorian Gray by Oscar Wilde
It doesn't make much sense, but between 1. and 2. I'd put all of the currently known poetry and prose by Álvaro de Campos, Alberto Caeiro, and Ricardo Reis (in that order). I have a 3-book collection with this.