Whew, that's a tough one because 'best' for thrilling journeys depends so much on what kick you're after. I find the old-school doorstopper fantasies, like 'The Lord of the Rings', are a bit slow for modern 'thrilling' tastes—the journey is epic but not exactly page-turning in a pulpy sense.
For a pure, unrelenting chase, you can't beat 'The Count of Monte Cristo'. It starts as a revenge plot, but the globetrotting, the disguises, the sheer momentum of Dantès's schemes—it feels like a thriller in 19th-century clothing. More recent stuff, Andy Weir's 'The Martian' is a masterclass in problem-solving tension, a journey where the 'terrain' is pure physics. Honestly, that book made me sweat more than any jungle trek.
A weird pick, but Patrick O'Brian's Aubrey-Maturin series. The nautical detail is dense, but when a storm hits or a chase begins, the immersion is total. You're right there on the deck.