I agree that Dostoyevsky's psychological insights were profound. Maybe it doesn't exhibit the same psychological depths, but morally and philosophically I would also recommend Robert Musil's The Man Without Qualities. It is still psychologically profound (although perhaps not at Dostoyevsky's level) and it provides a very detailed picture of society in turn-of-the-century (20th century) Austria. It's one of the greatest novels about ideas I've come across.