I frequently see people asking the following question on message boards and blogs: "What are the best books to read for learning sabermetrics?" My first reaction, of course, is to mention my book Beyond Batting Average. However, there are many other books and I will cover some of my favorites here. All of the books on this list helped me in learning sabermetrics or in writing my own book. I'm sure that I'm leaving out some good books. I am only including books which I have read and which come immediately to mind. Feel free to add any of your favorites in the comments. Also note that the books below are in no particular order.
Beyond Batting Average: by Lee Panas
This is a sabermetrics primer with clear explanations and lots of example. After reading this book, you'll be able to understand and participate in just about any sabermetrics discussion on the internet. Tom Tango recently called it a "must read" for anyone wanting to learn advanced baseball statistics. It serves as a stepping stone to some of the books listed below. It can be purchased as either a paperback book or an e-book,
The Book: Playing the Percentages in Baseball by Tom Tango, Mitchel Lichtman and Andrew Dolphin
The Book is a big favorite of sabers all over the internet and beyond. I highly recommend it to anyone with an interest in applying advanced statistics to baseball management and strategy. Their analysis is as thorough as I've seen anywhere. It's a bit complex though, so if you are new to sabermetrics, it probably shouldn't be your first book.
Bridging the Statistical Gap by Eric Seidman
This is a good introductory sabermetrics book. It's unique in that Eric teaches you how to develop your own sabermetrics statistics and analyses. It's very easy to read and entertaining enough to hold the attention of the less mathematically inclined.
The Numbers Game by Alan Schwarz
I deliberately put the internet writers on the top of the list but if I was making a list of my favorite baseball books (not just sabermetrics books), this would be near the top. It's not a primer with a lot of formulas, but rather a history of data collection and statistical analysis in baseball. He brings to life all the people behind the numbers from the 19th century to modern times.
The Bill James Baseball Abstracts by Bill James
No list of sabermetrics books would be complete without the Bill James Abstracts. If you can get a hold of these books written in the 70s and 80s, it is the best sabermetrics reading you'll find anywhere. James is brilliant and entertaining and the Abstracts are a must read. Unfortunately, they out of print and hard to find. You can find some of them at the link above. These are the books which turned me and thousands of others on to sabermetrics.
The New Bill James Historical Abstract by Bill James
If you can't find or afford the Bill James Baseball Abstracts, the next best thing is his Historical Abstract. He covers the entire history of baseball through sabermetrics and ranks all the players. It's never just about numbers with James though. It's a fascinating book with interesting stories throughout.
The Hidden Game of Baseball by Pete Palmer and John Thorn
The Hidden Game is an introduction to the linear weights system which is so popular among analysts today. Palmer wrote this book at the same time Bill James was writing his famous Baseball Abstracts. He is not as well know as James, but is extremely influential to many of the sabers who are developing the field today. It's an old book, but still relevant and highly recommended.
Baseball Between the Numbers by Baseball Prospectus (edited by Jonah Keri)
This book is a collection of essays written by the baseball prospectus team in 2006. It covers every aspect of sabermetrics from evaluation to management to strategy. Several bloggers and messageboard posters have told me that this was the book that got them into sabermetrics.
Moneyball by Michael Lewis
For those who are not mathematically oriented but want to start understanding sabermetrics, this book is a good start. It's more about baseball management than sabermetrics, but it's the most widely read book on the list. Lewis is an excellent writer, who helped popularize sabermetrics in the mainstream by telling a fascinating story about Billy Beane's management of the Athletics.
Understanding Sabermetrics: An Introduction to the Science of Baseball Statistics by Gabriel Costa, Michael Huber and John Saccoman
This is another good sabermetrics primer. It's very easy to read and is a solid first sabermetrics book. It's somewhat similar to Beyond Batting Average, but it doesn't include a lot of the newer statistics which you see on the internet.