I'd second the recommendation for Jacques Vallee -- very thought-provoking stuff, examining the "tricksterish" nature of many UFO encounters, taking it a step beyond the "nuts and bolts/aliens from outer space" angle.
Rich Dolan's UFOs and the National Security State (Vol I and Vol 2) are both very interesting -- don't know if they are available in ebook form but his work is very well researched and footnoted. Very good speaker on the subject as well.
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