Here is a short list of excellent books for new and intermediate level traders. Feel free to add your comments below.

Book Reader: The Kindle
Kindle Wireless Reading Device (6″ display)

Kindle DX Wireless Reading Device (9.7″ display)

Trader Interviews:
Market Wizards: Interviews with Top Traders

The New Market Wizards: Conversations with America’s Top Traders

Trading Psychology:
The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist

The Trading Athlete: Winning the Mental Game of Online Trading

Market Basics:
Starting Out in Futures Trading

Technical Analysis:
Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications

Study Guide to Technical Analysis of the Financial Markets

Fundamental Analysis:
Futures: Fundamental Analysis

Options Trading:

See detailed list here

General Reading:
Reminiscences of a Stock Operator Annotated Edition

How I Made $2,000,000 in the Stock Market