The Animorphs series.
It's both incredibly good entertainment, but also really digs into morality in a way that has shaped how I think of things even so many years later.
Second to that is the "My Teacher is an Alien" series. They're fun books, pretty light, but the last book of the series, likewise, instilled a lot of morality-sense in me, since it's basically a tour of the bad (and good) of humanity.
For a bit of an older age (~15?), nothing quite impacted me like Ender's Game did. Again, a lot of ideas of what is moral and what isn't. (And yes, as others in this thread have pointed out, the author has a problematic legacy, make of that what you will.)