Below are a selection of my favorite trading and trading related books. I'll be adding to this section as I wade through the library.
Trading in the Zone
(AMT rating 8/10) - Often credited by people as 'helping them turn the corner' on their way to mastering the markets. An excellent read, focusing on the psychology of trading.
Studies in Tape Reading
(AMT rating 7/10) - Another classic, written by a trading legend - Richard d Wyckoff. If a trader can understand the relationship between price action and volume then he will need no other technical indicator. This book can help you achieve that understanding
Reminiscences of a Stock Operator
(AMT rating 6/10) - By all accounts this is a classic read. I only ever got half way through (about twice now..) I'm sure its good, but it didn't do it for me.