Liasons dangereuses, Choderlos de Laclos
The other book I know that is written in correspondence, La Nouvelle Heloïse, sometimes gets awkward. There's this one scene in LNH where the hero is writing, in a letter, that someone is opening the door to his hiding place in his lover's bedroom, and so he has to end the letter, and escape. One feels that if the author wanted to narrate such moments of suspense, then he should not have chosen letters as his medium.
LD, on the contrary, is always believable. That is, the action is such that the authors of the letters always have an obvious motivation to write letters. Through this, and other aspects, the book solidly reassured me of its structure.
Other than that, the story is engaging, often exciting, and it is a good read upon which to pass several multi-hour sessions.