Wasn't there a thread along these lines quite recently? The answer for me and many others for that matter is "Reminiscences of a Stock Operator" it's a 1923 book written by Edwin Lefèvre which tells a fictionalized version of the early years of the life story of
Jesse Livermore. Every sentence is chock full of wisdom on many different levels. Read market wizards and see how many great traders cite it as the most influential book about trading ever written. Read it a dozen times at least. The style of writing ensures that it is entertaining on every read also.
Currently reading "Trading Exchanges & Market Microstructure for Practioners." Absolutely splendid book, I intend to add it to the reviews section but it is taking me a long long time to finish. This one is full of facts and information about who trades and why it details there effects on the markets they operate in and why they slect them. Actually there is probably as much raw information in this book as any I have read on any subject. Despite that it is quite accessible and easy to read. I have a feeling that when fully digested this will become quite 'profound'. Its certainly one I would urge people to read if they want to further there understanding of markets traders and trading.