Allow me to mention a couple of other favorites that are not very well known in the profession:
William J. Bernstein, "A Splendid Exchange: How Trade Shaped the World" (Grove Press 2008). A brilliant and highly readable history of trade through the ages.
Jean Ensminger, "Making a Market" (Cambridge University Press, 1992). A very instructive ethnographic study of market and agency relationships in a cattle farming community in Kenya. Economics students of incentives, contracts and related institutions will find a lot of input to their thinking in this book.
Diego Gambetta, "Codes of the Underworld: How Criminals Communicate" (Princeton University Press, 2009). Fascinating study of cheap talk and signaling in situations where costs of miscommunication can be very high! Again great input for thought to game theorists and economists.
