Just finished reading Severance Package, a thriller by Duane Swierczynski; it's pretty close to a one-sitting read.
The story is about a guy who goes to work one day only to find his boss plans to kill him along with everyone else who works at the company. Set near the top of a Philadelphia high-rise, the book is full of twists, turns, double-crosses, and fun action scenes.
Reading the book reminded me of another one-sitting thriller I read 13 years ago: Vertical Run, by Joseph Garber. I was less than a year into my publishing career at that point, and I can still remember sitting in my hotel room at the Millenium Broadway in New York reading the book from cover to cover.
I'd also recommend one of Swierczynski's earlier books, The Blonde.
If you've read a great thriller recently, let me know in the comments!