Ozma of Oz (free online edition at Project Gutenberg). 

I still remember reading this for the first time — I was fascinated with the princess in this book who wore a simple white dress everyday and instead had a wardrobe of thirty beautiful heads that she would choose from. Each head came with a different personality and was stored in a velvet-lined cabinet, locked with a key carved out of a ruby that the princess wore around her neck on 'a slender chain'. A bit gruesome, but also very glamourous.

There was also a lunch-pail tree with grew lunch boxes containing different lunches — each sandwich was wrapped in white paper and came with a pickle and lemonade.

Ozma was my favourite of all the Oz books. I especially love the way L. Frank Baum draws clouds and suns throughout the book. Maybe it is because he was from Kansas? You can listen to an hour-long interview with Baum's biographer Evan Schwartz here.