I have two shelves of books at home on brewing with most of those mentioned above. But inparticular the first few that people have mentioned - like those from Palmer, Jamil, Daniels and Noonan are all you'll ever need. There's a reason why every other homebrew author and article writer for BYO & Zymurgy keeps quoting these guys. They know their stuff.
1. How to Brew - John Palmer - must have. Makes the complicated simple - and so comprehensive. Referred to more than any.
2. Brewing Classic Styles - Jamil Zainasheff, John Palmer - must have if you want to understand the difference between beer styles and their ingredients. Master the recipes here, then go forth and dabble in your own.
3. Designing Great Beers. Jeff Daniels - Not a recipe book, but you will create thousands of great ones of your own with it. Buy it once you're ready to step up from following recipes to becoming a creative brew wiz.
4. New Brewing Lager Beer. Noonan. - This book is not an easy read but technically it blows most stuff away. One of the most quoted books you'll find on technical stuff such as water treatment etc. When you're ready to go deeper, give it a go. Just don't try reading from cover to cover. It will do your head in (or it did mine anyhow) as Noonan's style is pretty dry and clinical.
The Classic Styles series of books are great for the most part, but some are borderline average or out of date. Belgian Ales gets canned a lot for being terrible (particularly when compared to Brew Like a Monk), whereas the Wheat beer one gets quoted a bit because the guy that wrote it was a brewer for Weihanstephaner I think - so you need to check the reviews on each one rather than collect the set. I would advise you to start with a handful of these rather than ordering a jumbo box from amazon, abebooks or book depository.
Hopper.