Although I enjoy lots of kinds of novels and would be glad to share, here are a few I think come close to sexiest (although some are more erotic than novels that are sexy):
Sasha Grey, The Juliette Society
Anaïs Nin, Delta of Venus
Nicholas Baker, Vox
Bruce Sterling, Schismatrix Plus
Laurel K. Hamilton’s Anita Blake, Vampire Hunter series
Laurel K. Hamilton’s Merry Gentry series
IIRC, Tom Robbins, Even Cowgirls Get the Blues
Controversially, Vladimir Nabokov, Lolita
Obviously, I am a bookworm and could go on and on. I’ll stop myself here.