Here were my first-round suggestions, in no particular order. Undoubtedly I've left off someone's favorite. Most can be had from Amazon or Abebooks, but I've linked to a couple that you should order directly from the publisher.
- Coil's Encyclopedia of Freemasonry, the 1996 revision.
- James Anderson's Constitutions of both 1723 and 1738
- Samuel Pritchard's Masonry Dissected
- William Preston's Illustrations of Masonry
- Freemasons Monitor by Thomas Smith Webb - very important, as it set US Masons (except Pennsylvania) onto a standardized path for ritual.
- Harry L. Haywood's Newly Made Mason
- Joseph Fort Newton's The Builders and The Men's House
- The Little Masonic Library
- Masonic Enlightenment edited by Michael Poll
- Origins of Freemasonry: Scotland's Century by David Stevenson
- Denslow's 10,000 Famous Freemasons is flawed and dated, but a good starting point.
- Pike's Morals & Dogma (remember we're in the North here, and our AASR degrees don't have Pike anywhere near them, so M&D generally baffles our new 32° Masons here). Better for a Blue Lodge is his Esoterika, which discusses the first three lodge degrees at length.
- Stephen Bullock's Revolutionary Brotherhood
- Mark Tabbert's American Freemasons
- Jasper Ridley's The Freemasons
- Allen Roberts' The Craft and Its Symbols
- Freemasonry: A Journey Through Ritual and Symbol by Kirk MacNulty. Another fascinating volume is the French work Symbols of Freemasonry, which is influenced by the Grand Orient of France.
- Harry Carr's informative The Freemason at Work
- Is It True What They Say About Freemasonry? by S. Brent Morris and Art de Hoyos
- Robert Cooper's The Rosslyn Hoax
- Mark C. Carnes' Secret Ritual and Manhood in Victorian America
- John Robinson's A Pilgrim's Path and Born In Blood (bearing in mind that the latter is largely untrue).
- The Mythology of the Secret Societies by J.M. Roberts
- International Encyclopedia of Secret Societies and Fraternal Orders by Axelrod
- Morgan, the Scandal That Shook Freemasonry by Stephen Dafoe
- The Enlightenment Reader by Viking Press
- Hermetica translated by Walter Scott
- Western Esotericism and Rituals of Initiation by Henrik Bogdan
- Eliphas Levi and the Kabbalah by Robert L. Uzzel
- The Magus of Freemasonry by Tobias Churton
- Builders of Empire by Jessica Harland-Jacobs
- Living The Enlightenment by Margaret Jacob
- Masonic Odes and Poems by Rob Morris
- Out of the Shadows by Roundtree and Bessel (most recent scholarship on Prince Hall recognition)
- Black Square and Compasses by Joseph Walkes
- The Journal of the Masonic Society
- Scottish Rite Research Society
- Masonic Book Club
- Quatuor Coronati Correspondence Circle
- The annual List of Lodges Masonic from Pantagraph Printing & Stationary, Bloomington, Illinois.
- Goodly Heritage by Dwight L. Smith, written for the 150th anniversary of Freemasonry in Indiana
- A History of Freemasonry in Indiana from 1806-1898 by Daniel McDonald.
- Bittersweet by Betty Kaufman Stover (the story of the Indiana Masonic Home's orphans)
- Indianapolis lodges should also look for William English's History of Freemasonry in Indianapolis (1901), and History of the Scottish Rite Valley of Indianapolis 1863-1924 by Charles E. Crawford.
And while you're ordering books, pick up Brad Miner's thoughtful and provocative The Compleat Gentleman: The Modern Man's Guide to Chivalry, and John Bridges' How to Be a Gentleman: A Contemporary Guide to Common Courtesy, since no one seems to know this stuff anymore.