Is it very bad of me to recommend one I published by a friend (link in signature)...?
Here's one I came across I found exceedingly interesting: 'The Authoritarians'. It's non-fiction, and is a highly readable account of Dr Bob Altemeyer's thirty-year psychological research program into the nature of authoritarian mindsets and what it tells us both about people who become leaders and those who follow them. The kind of book you read and think 'shit, *that's* why things are as bad as they are.
I'm still reading it, but I can't recommend it highly enough. It's PDF, unfortunately, but I spent a little time formatting it as an .rtf myself before converting it for my Sony Reader.
You can find out more or download the original file at
http://home.cc.umanitoba.ca/~altemey/ (he also sells a print version through Lulu). He talks about his decision to self-publish (in contrast to his previous books) there and in the book itself.