I want to start by saying that I have a fairly large book collection, and these are just my favorites (thus far as of august 8th 2013) I am an avid reader, and I have more books on pua/self improvement than i'd like to admit. these are just the ones that have helped me the most and I will give a brief description of how they can help you.
1. "natural game" by gambler, this one is my favorite, not only does it have a great overview for both indirect and Direct Game, but it also covers inner game well, plus it covers basic nlp and it even has missions for you to do in between sections. and the best part is you can find it for free on the internet by simply google searching
"natural game by gambler" filetype;pdf"
2. "mystery method" by mystery, this book gave me the concept of using punishment and reward dynamics to get people to do the things I wanted, it has great information on Indirect Game, and it got me started using compliance tests. however I don't recommend adopting mystery's "its not lying its flirting" belief
3. "david x pdf" by david x, this e-book is a must read for inner game. I must say it is the book I have re-read the most, and it has helped my inner game time and time again. sometimes I just think to myself "what would david x do?" plus its only 19 pages so you should be able to read it in less than an hour. it is also available for free on the internet by simply google searching "david x filetype;pdf"
4."double your dating" by david deangelo, this book is a great read for both inner and outer game. it basicly teaches you to be cocky and funny and how to mold your personality so that you are more attractive. however don't get too caught up in it because being too cocky can actually cause girls to not want you. however it was a good read and it gives great insight into female psychology
5. "the game" by neil strauss, I warn you that it is not very informational when it comes to actually learning how to get girls, however it has a lot of good stories and it will keep you reading. it is more to teach a moral lesson than to teach you how to actually succeed with woman.
6."how to win friends and influence people" by dale Carnegie, is not soo much about picking up chicks, but rather it will help you significantly when it comes to social proofing (making friends as the name implies) and for productively dealing with people.
7. "how to talk to anyone" by Leil Loundres, this book has 92 tricks for better communication, it was written help you to keep good body language and to sort of pair up with and expand upon dale Carnegies book.
8. "the octobre man" by n10se, this book was fairly difficult for me to come across for good reason, it contains the most powerful of nlp techniques (some of witch were touched on by gambler in the book "natural game") I must say that reading this book will only improve your game if you fully understand some fairly complicated nlp techniques and can put them together and not come off as a total creep (talk about a challenge) I only included this book because it has some of the absolute best insights into female psychology of all the books I have read. note: do not read this book are a very ethical/religious/moral person. it will completely change how you see religion, politics, and any sort of socio-moral topic. (needless to say its not for beginners)
note, this is just my opinion of the best books out their to improve your game, however none of them can help you if you aren't going to get out and practice. no book can substitute live experience