I guess by "conspiracy" you mean more secret ancient societies than spy novels? Because obviously the spy novels are far more numerous still... I've only read a small handful, but I could recommend John LeCarré's books, for instance, and Tom Clancy is usually pretty good too.
I was going to say Foucault's Pendulum, that's a great book. The Da Vinci Code for people with better taste, basically...
A few that I think more or less fit - most of these have plots based on a mysterious book or secret of some kind, in a historical or contemporary setting.
A glaringly obvious one, but who knows, maybe you haven't read it yet: Carlos Ruiz Zafon's "Shadow of the Wind" (and sequels, but I haven't read the sequels). Definitely a very good read.
Another one that was all the rage at wotmania for a while is Elizabeth Kostova's "The Historian", which I also remember very fondly (the plot focuses on Dracula).
"The Rule of Four" by Ian Caldwell and Dustin Thomason wasn't bad as I recall, though it didn't exactly leave a huge impression on me (as in, I read it ten years or so ago, and remember very little about what happens).
Then there's a pair of Italian historians/authors, Rita Monaldi & Francesco Sorti, who wrote a series of novels set in the late 17th and early 18th centuries, in each of which they claim to reveal a real but until now unknown/unproven historical fact. They were, I suspect, secretly thrilled when the Vatican started pulling strings all over Italy to keep their books from being printed, due to some of their claims regarding certain popes. I don't know if you can necessarily call it conspiracy books, nor how reliable their supposed proof is in each case, but they're pretty fun reads if you're a history buff. The first three (the only ones I've read) are called "Imprimatur", "Secretum" and "Veritas".
A couple of others that are more of a stretch but good enough to mention anyway:
It's really more horror than thriller, and quite a few people including myself will rank this among the scariest books out there, but Mark Danielewski's fantastic "House of Leaves" kind of qualifies, featuring a mysterious house with rooms that are really not supposed to be there.
This one's more sci-fi, set in a mid-21st century Earth dominated by virtual reality universes, Tad Williams' "Otherland" series. The conspiracy thing may be something of a stretch, as it reads more like a fantasy epic than anything else, but it's brilliant all the same.
Roberto Bolano's great novel "The Savage Detectives" has a very particular structure with some conspiracy elements to it - probably a long way from what you had in mind, and it's not the kind of mystery that has easy answers, but perhaps you'll enjoy it all the same.
