For limit games:
Small Stakes Hold 'em by Miller, Sklansky, and Malmuth. It has good theories and strategies that apply to any limit game no matter what the stakes.

For no-limit games:
Super System by Doyle Brunson (the bible). No-limit is a psychological game more than mathematical and it can show you how to play the player and not the cards. Besides it's just a great read overall.

Others:
The Theory of Poker by David Sklansky is a good overall read as well.

Sklansky has a book on Tournament poker as well (can't think of the name right now, Winning Tournament poker or something like that) that is definately worth a read.