Heroes, villains, teenagers.  In these book, they are one in the same!  Here are some of my favorite books filled with action, suspense and mystery.

Truancy by Isamu Fukui

In the City, where an iron-fisted Mayr's goal is perfect control through education, fifteen year old Tack is torn between a growing sympathy for the Truancy, and the desire to avenge a death caused by a Truant.
 

Neverwhere by Neil Gaiman

After he helps a stranger on a London Sidewalk, Richard Mayhew discovers an alternate city beneath London, and must fight to survive if he is to return to the London he knew.
 

The Hunger Games by Suzanne Collins

Sixteen year old Katniss volunteers to enter a televised death match in order to save her younger sister.
 

Graceling by Kristin Cashore

Some people in Katsa's world are given special gifts at birth called Graces.  Katsa has the Grace of Killing.
 

The Things they Carried by Tim O'Brien
 
Heroic young men carry the emothional weight of their lives to war in Vietnam.
 

Other authors to check out:
Nancy Farmer (The House of the Scorpion)
Terry Pratchett (Nation)
Mal Peet (Tamar)
Markus Zusak (The Book Thief, I am the Messenger)