This is in no way an exhaustive list, but I have found these books to be most helpful. In no particular order:
1. Larry Burkett's How to Manage Your Money - I read this as a newlywed. While some of the advice is a little outdated, I found his system for creating a budget very helpful. You can find this book at any Christian bookstore, and probably any church library.
2. Suze Orman's The Money Book for the Young, Fabulous, and Broke - this book covers almost every topic imaginable, in language that is easy to understand. This book doesn't tell you how to be frugal, but it does tell you how to best save the money you have! I read this book from the public library, although if I ever found a used copy locally, I would definitely buy it for reference. I also recommend her Will and Trust kit, for those of you who have yet to set up these most important financial papers!
3. Jonni McCoy's Miserly Mom - while most of this book reiterated what I already knew, she did have some tips that I thought were worthwhile. I bought this book used, after being unable to find one at any library.
4. Jonni McCoy's Miserly Meals - if you only buy one of her books, definitely buy this one! All the recipes in this book are less than 75 cents a serving! I own this book and have marked my favorites.
5. Amy Dacyczyn's The Complete Tightwad Gazette - when I read this, there were three volumes. Now they have been combined into one book. The book is actually a bound version of a monthly newsletter that she did in the 90's. While some of her figures will need to be adjusted for cost of living increase, her information remains invaluable. I also read this from the library, although again, if I found a used copy locally, I would buy it for reference.