Only tangential to investing, but Jason Zweig's "Your Money and Your Brain" reveals all the numerous cognitive biases at work when we spend, save, or make financial decisions. To me it is a foundation upon which to think about investing.
Paul Merriman has several free books on his site via PDF download. I'm halfway between a Merriman Man and a Boglehead with a strong Mustachian bent. Simple, cheap, and patient.