[fallentimes]

I'd learn about finance before you learn about day trading.

The Intelligent Investor - Warren Buffet's favorite

A Random Walk Down Wall Street for one perspective.

Mark Douglas books for a different perspective

Options Volatility & Pricing for the technical stuff.

And Inside the Mind of a Street Addict for the bathroom read.

[fattyfatfat]

Intelligent Investor: absolutely. My first investment book. My deep suspicion is that THIS book will be more important in the next few years as company valuations tank. Even now tons of firms trade below book value, which was one of Ben Graham's great criteria. For years this has been impossible to find, but with the credit crisis, its back. Now... to choose the good ones...

Options Volatility and Pricing by S. Natenberg (sp) is a great theoretical primer for options, though typically a bit dense for people outside the industry. The writing style is brutal, but this book has probably made more millionaires than any single other book in history. Walk around the option exchange floors and every clerk has a copy, to this day.