Stocks for the Long Run (2006, 4th ed.) by Jeremy Siegel
This book offers a detailed historical look at the stock market, providing numerous analyses showing that stocks are better long-term investments compared with other opportunities (e.g., fixed-income investments like bonds). Although it's somewhat dry reading, I did find some interesting tidbits concerning topics such as inflation, gold, stock index composition, market fluctuations, calendar anomalies, and a few other things. It is less of a how-to book and more of a reference for understanding the stock market from a historical, data-driven perspective.
Note: I read this book in August 2011.