"Trade Like a Hedge Fund" by me. Next in line, of course, is my book that just came out: "SuperCash".
Whilst many books people have mentioned may be interesting, I'd hazard a guess that more insight could be gained from a sound knowledge of statistics. So I'd say an undergraduate statistics textbook. With this knowledge, one can read those other books and find out if they really are insightful. Or if, they're simply interesting stories.
I have read hundreds of books on trading (literally), and the three that I found to be most valuable are the Market Wizards books. In fact I have sold nearly all back on Amazon and have kept only these three plus Elliot Wave Theory by Neely
What about this one? http://www.amazon.com/gp/product/0870340751/104-0281607-0111955?v=glance&n=283155