I will start with the most prevalent emails and google searches that this site gets: what to read when someone you care about has Borderline Personality Disorder (BPD). The best book I have found on the topic is Stop Walking on Eggshells: Taking Your Life Back When Someone You Care about Has Borderline Personality Disorder
and its accompanying workbook The Stop Walking on Eggshells Workbook.
These books have very practical suggestions that are easy to implement and help to make sense of the disorder in a way that allows for understanding the person suffering from BPD, yet their focus is on the non-BPD individual who must interact and deal with someone with BPD. You can read more about the books in my post on "Walking on Eggshells" here. If you have a parent with BPD, try reading Surviving a Borderline Parent: How to Heal Your Childhood Wounds & Build Trust, Boundaries, and Self-Esteem.
I read this book a few years ago for work and it really gave some good insight into how adult children of parents with BPD could learn to heal their wounds. Turning to another area of concern for some of you is dealing with anxiety and depression, whether about your job, your family, or life in general. I know I have harped on Albert Ellis's work before but I do believe he has some of the best self-help books around for those with tendencies toward these two common problems. For anxiety related disorders, I recommend Ellis's book, How To Control Your Anxiety Before It Controls You
and for depression, I recommend How to Stubbornly Refuse to Make Yourself Miserable about Anything: Yes Anything!
An added bonus of these books is that not only do they teach you to lessen depression and anxiety, they teach how to live in a world where one is rejected frequently without letting it get the best of you.Another area where of concern for emailers and others is with the emotion of anger. Now, I have to say that I am one who believes that anger can be a positive emotion that leads us to action or anger can let us know that we feel that we are being treately unfairly. I do not believe in eradicating anger, for it has its benefits. However, the way it is expressed may not always be healthy for the individual. If you are dealing with anger that you feel is unhealthy, try reading Ellis's How To Control Your Anger Before It Controls You.
Specifially for women who are dealing with anger, look at Women and Anger, 
Use Your Anger,
and The Anger Workbook for Women: How to Keep Your Anger from Undermining Your Self-Esteem, Your Emotional Balance, and Your Relationships. 
The Women and Anger book is a bit old (1993) but has some terrific academic research and information on why women are angry and what to do about it. Finally, what are good books if you are dealing with a child who has emotional problems? This is difficult to narrow down as there are so many problems that afflict children. If your child has been diagnosed with Bipolar Disorder, it's a good idea to pick up a copy of The Bipolar Child: The Definitive and Reassuring Guide to Childhood's Most Misunderstood Disorder
by Demitri and Janice Papolos. The book is chockfull of information on how to deal with school, home, medication and other areas that are essential to monitor in order to stablize the mood of your bipolar child. One childhood problem that we don't see talked about much is Obsessive Compulsive Disorder; it affects many kids, especially those who tend towards being a perfectionist. If you or your child has OCD, try Stop Obsessing!: How to Overcome Your Obsessions and Compulsions. 
And last, but not least, if your child has been diagnosed with ADHD, my favorite expert on the topic is Russell Barkley who wrote Taking Charge of ADHD: The Complete, Authoritative Guide for Parents.
Okay, I have just touched the surface of the self-help world but this post is already long enough so I will stop. Just as an aside, I used to scoff at self-help books and did not believe in them. I found out through trial and error that I was wrong and that many of them are helpful to millions of people--that is, if one can wade through the bad ones and find the gems. So do the rest of us a favor--if you have a self-help book to recommend, drop a line in the comments with the name of the book and why you like it.