Among the books that I have read, I personally highly recommend Fooled By Randomness & A Random Walk Down Wall Street.
A consolidated list of recommended investment-related books (including other people's recommendations):
p.s.: I will periodically continue to update this post to consolidate everyone's recommendations.
"The Art Of Execution - How the World's Best Investors Get It Wrong And Still Make Millions" by "Lee Freeman-Shor"
How can you not read a book with such a boomz title? LOL... If you find it hard to cut loss and like to hold on to losing positions (a bad habit that i'm fighting to change), please read this less than 100 pages book.
rich dad poor dad one up wall street beating the street 5 rules of investing by morningstar
In that order: