A Theory of Fun is a very readable yet enlightening look at game design and why we play games. Each flap has the left page being text and the right being that of a comic, which is an original and enjoyable style. I highly recommend it and I think it will set a high standard for future books in the field.
Rules of Play is a nice mammoth text on the theory of games. It is a collection of my favorite abstraction: that to cover games as a unified model of video games, sports, board games, etc. in a broad model and not narrowly and separately as they are usually treated.
Playing to Win is by David Sirlin of sirlin.net fame and one of my idols. Not only is his website great, he covers a lot of fundamental questions of competitive game playing in this book, and compares competitive video games to sports and board games, again in line with abstractions I like. He is a high-level Street Fighter player and makes many connections there, and I think this a very good treatment of this subject which sadly does not get enough attention.