I very much recommend "Siddartha" by Herman Hesse.
Although you've read many of the Europeans, and although I end up disagreeing with his conclusions, I want to recommend Immanuel Kant's Critique of Pure Reason as a wonderful example of nearly impeccable logical analysis. It is an extremely difficult read (I remember reading one sentence over a hundred times just to be sure I knew what he was saying). He has some really loooooong compound sentences, but his intellect is staggering to behold and if you can force yourself to understand it, you will be head and shoulders above the common sense of common man. However, I must warn you that, once your logic becomes much stricter than theirs, you will find it more and more difficult to relate to the thoughts of others.
I am also a sponge, as you say. I started as a lover of language and grammar, moving later into physics and philosophy. I used to carry a little dictionary and pocket thesaurus when I was a kid, but rather than increasing my ability to communicate effectively, I have most often found that it has isolated me from those who have not taken the time to understand. Good luck to you.