I have a library of about 50 books on trading. Funny, when I first started there were just a few, now there are hundreds. A few I would recommend would be, in no certain order of importance....
Steet Smarts
Reminisces of a Stock Operator
Day Trading with Short Term Price Patterns.....
Market Wizards
New Market Wizards
Pit Bull
Option Volatilty and Pricing (Natenberg)
What Works on Wall Street'
The Intelligent Investor
The Disciplined Investor
Trading in the Zone