Members of the Cleveland Skeptics recommend:
The Real X-Files by Joe Nickel
The Mystery Chronicles: More Real-Life X-Files by Joe Nickel
"I really love Joe Nickel. He investigates unusual claims. He does not try to "debunk" and if he cannot find an explanation, he just says that, but remarks on various possibilities."
Flim-Flam! The Truth About Unicorns, Parapsychology, and Other Delusions By James Randi
The Demon-Haunted World: Science As a Candle in the Dark By Carl Sagan
"This is probably my favorite because it was my first introduction to skepticism and critical thinking. It literally changed the way I thought and left me with a desire to learn more about applying skepticism to pseudoscientific claims and science in general."
In Search of the Light: The Adventures of a Parapsychologist By Susan Blackmore
"Two great new books that are a little more on the science side of things:"
Why Darwin Matters by Michael Shermer and Your Inner Fish by Neil Shubin
Furniture of the World by Mario Agosto Bunge "only because I really think that the idea is not to DE-bunk untruths, but rather to start out with a philosophy or system of truths first - that is, not to DIS-prove, but to start out with a known proof and work from there."
A Complete List of Skeptic Books