The first poker book I ever bought was David Sklansky's Theory of Poker and it has a lot of advanced stuff in it. I would recommend you read Phil Gordon's little green book first and then the theory of poker and from there you have plenty of other good books to choose from. Harrington on Holdem is excellent for tournament and Sit n Go games. I think the theory of poker is regarded as a must-read for ring games though (cash games). Personally I regard it as such and the books in aliengenius' thread that he linked to are good also. Although I havn't read a lot of those but plan to soon now. Hope we've helped some.
Limit/NL or doesn't matter? I play NL, and was going to buy that book last night but they didn't have it at Borders. But maybe I should still get it?
Right now, I'm reading through Gordon's Little Green Book(read some of the little black book, but skipped past a lot) and have the Little Blue Book on deck. I have Hilger's Texas Hold'em odds and Probabilities too, but I haven't read it much.