[Cockburn 2004] Cockburn, Alistair, Crystal Clear: A Human-Powered Methodology for Small Teams, Addison-Wesley Professional, 2004.
Alistair Cockburn provides useful and unique insights into the requirements of software development done by small teams.
[Cohn 2004] Cohn, Mike, User Stories Applied: For Agile Software Development, Addison-Wesley Professional, 2004.
I highly recommend this book. It is packed with practical insights into how to gather requirements and write effective user stories for agile development.
[Cohn 2005] Cohn, Mike, A Regular Heartbeat: The Benefits of Fixed Iteration Lengths, 27 January 2005, Cutter Consortium Agile Project Management e-Mail Advisor, e-mail: firstname.lastname@example.org.
A short but useful article that describes the benefit of a regular heartbeat for projects.
[Crane 2002] Crane, Thomas G., The Heart of Coaching, FTA Press, 2002.
This is one of my favorite books on coaching.
[Highsmith 2004a] Highsmith, Jim, Agile Project Management, 2004.
This is the definitive work on agile project management and an excellent source book of ideas and insight into agile methods.
[Kerth 2001] Kerth, Norm, Project Retrospectives: A Handbook for Team Reviews, Dorset House, 2001.
Although this book describes multi-day retrospectives that are usually held at the end of a project, there are many excellent ideas in the book that can be easily adapted for shorter, more agile-appropriate retrospectives. This is the reference you must have if you are interested in effective retrospectives.
[Larman 2003] Larman, Craig, Agile and Iterative Development: A Manager's Guide, Addison-Wesley Professional, 2003.
The value of this book is that it is written for managers and executives to help them understand, support, and apply agile development. This is the only book that I'm aware of that directly discusses the business value of agile development, since business value is an important consideration for the target audience.
[Poppendieck and Poppendieck 2003] Poppendieck, Mary and Poppendieck, Tom, Lean Software Development, Addison-Wesley Professional, 2003.
Lean development takes a unique approach to agile development: identifying the simplest set of practices possible that lead to effective software development. If you have heard of lean manufacturing, then this book will be of great interest because the thinking and rationale are similar.
[Schwaber and Beedle 2001] Schwaber, Ken and Beedle, Mike, Agile Software Development with SCRUM, Prentice Hall, 2001.
SCRUM gets a lot of attention because it is a simple agile project management technique.