"Wild About Math's" latest podcast is with Tony Gonzalez, translator of Hiroshi Yuki's Japanese math novel "Math Girl" into English… even if, like me, you don't read much fiction, many interesting points covered herein:
Along the way, Sol mentions Don Knuth's "Surreal Numbers" as another example of fiction where mathematics plays a central role. And another book that comes to my mind (even though I've never read it) is Scarlett Thomas's 2007 novel, entitled "Popco" -- which Martin Gardner reviewed very favorably when it came out. Finally, the popular TV show "Numb3rs" is of course a more recent and electronic example of mathematics turned into fictional entertainment.
Amazon even has a category for "math-inspired fiction":