I'd have to say I like most of the books in Skyrim, but here's a few of my favorites:
The Refugees, A Game At Dinner, N'Gasta! Kvata! Kvakis! The funny thing about this is, it's written in Esperanto, and when the text is translated to English it's very obvious that it's an easter egg.
The Rise and Fall of Saint Jiub the Eradicator: Hero of Morrowind and Savior of the Dunmer or just simply Saint Jiub's Opus, Surfeit of Thieves, Ruminations on the Elder Scrolls (I can understand poor Septimus), Last Scabbard of Akrash, Holdings of Jarl Gjalund (for Historical purposes), The Real Barenziah volumes 1-5.
There is one book not in Skyrim that I love: "The Warp In The West". I went and found the text on the internet, copy/pasted it into Word, then from there dragged and dropped it into the CK, so I have a copy of the book ingame.