These are great threads except I end up spending a lot of money at Amazon for books I have no shelf space for.
I can't say what the most interesting is, but here are some good ones:
"The Nature and Power of Mathematics" by Donald M. Davis
link - This book requires nothing post algebra. Instead of broadly covering math, it goes in depth into three topics: non Euclidean Geometry, Fractals, and Number Theory as it applies to public key encryption. Great stuff, easy to read.
"Conned Again Watson" By Collin Bruce
link - This goes into a lot of neat critical thinking stuff in the guise of Sherlock Holmes stories. Good for people who have math phobia, but still insightful enough that most people will pick something up from it.
Two I have great hope for that I just got are "Judgement Under Uncertainty: Heuristics and Biases" and "Choices, Values, and Frames". These are collections of articles edited by Daniel Kahneman and Amos Tversky (the former also has Paul Slovic as an editor).
link and
link - These are about how people make decisions, and how they screw them up. It is the work that started behavioural finance. Kahneman won a Nobel prize for the work (I believe Tversky was already dead by then, and they don't give Nobel prizes posthumously past the year of your death.) I have read some of their articles already, and they are very good. They are the sort of thing you think "I would never be stupid enough to do that" then you read some of the examples and go "DOH!"