Gulliver's Travels (Barnes & Noble Classics Series)
Alice's Adventures in Wonderland and Through the Looking-Glass (Barnes & Noble Classics Series)
The Wonderful Wizard of Oz (Barnes & Noble Classics Series)
Peter Pan (Barnes & Noble Classics Series)
The Chronicles of Narnia (Barnes & Noble Leatherbound Classics)
I'm trying to think of classics that would fit into a sort of fantasy, and perhaps Gulliver's Travels by Jonathan Swift would fit the bill. And then, of course, there are children's classics, such as Alice in Wonderland/Through the Looking Glass by Lewis Carroll, and The Wonderul Wizard of Oz by L. Frank Baum. These can still be read and enjoyed by adults, and in fact we have discussed the ones I mentioned here on this board. Personally, after seeing the clever prequel miniseries Neverland, I want to reread Peter Pan and Wendy by James Barrie, and I also just bought The Chronicles of Narnia because I like the movies. The Mysteries of Udolpho is a gothic novel, and other novels considered gothic would include Jane Eyre by Charlotte Brone and perhaps Rebecca by Daphne DuMaurier, although they are not nearly as over-the-top as Udolpho. Since you enjoyed Udolpho, you might also enjoy Northanger Abbey by Jane Austen; the heroine has read so many gothic novels that she sees supicious things everywhere she turns, and there are references to Udolpho. Another old gothic I have heard of from the same period as Udolpho is The Castle of Otranto, but I've never read it, and there is also The Monk by Matthew G. Lewis, which was quite scandalous in its day.
I'm still new at this B&N Community and I'm not very good at giving detailed descriptions of why you should read a book besides the fact that it's a good read..But here's my attempt, I hope it helps.
Two suggestions I can highly recommend would be first The Portrait of Dorian Gray by Oscar Wilde. The Portrait of Dorian Gray is an amazing classic, the ending will blow you away. Once you begin the book you will become engrossed, it's an absolute page turner. To me it's one of the original science fiction books.
Daughter of the Forest (Sevenwaters Series #1)
Portrait Of Dorian Gray
Second, although this is not a classic it does fall along the lines of fairy tales, Daughter of The Forest by Juliet Marillier. Daughter of The Forest, is a new spin on an old fable. I sadly can't tell you which fable it is based off of but you can probably Google and find out. Regardless if you like fairy tales I believe you'll like this one. It's also a series, so there are books after it. However the first is the absolute best and those that follow can't compete. The story is about a sister with 6 brothers and what they must endure to stay together. I don't want to give much away so that's all I'll say. I hope you try my suggestions as they are magnificent reads and two of my favorites! Again I hope my attempt was decent and helpful. Enjoy!!
The book that got me into reading classics was Dracula by Bram Stoker. I am currently reading the Sherlock Holmes Books by Sir Arthur Conan Doyle and i absolutely love it! This one would be good to start with because i always suggest to people to begin with books that don't have as much of the 'old timey writing/language', because it tends to be boring for someone who reads modern literature. I would also highly suggest Pride and Prejudice by Jane Austen (one of the most famous classics i believe). It is a wonderful book, but as i said start off slow, because the language she uses is of a very old style, and when i first bought it (as my very first classic) i read about four pages and put it down out of boredom. After reading some books of less compicated and old styled (for lack of a better phrase) writing i picked it up again and loved it!
Hope i have helped you, and watch out, i've become addicted to buying classics 
