John Kay's Obliquity: Why trying to solve problems directly isn't a good idea and why economic models are always bound to be wrong.
Robert Cialdini and the Weapons of Influence: Psychology trumps rationality when it comes to being separated from our hard earned cash.
Stuart Sutherland's Irrationality: 100 ways of losing your money, and a couple to help keep it.
Strings Attached: Untangling the Ethics of Incentives by Ruth W. Grant; power and persuasion.
Self-Organizing the Investment Blogosphere by Tadas Viskanta; intelligent investing in the modern world