Nozick's 'Anarchy, State, and Utopia' and Hofstadter's 'Godel, Escher, and Bach' probably changed the way I think more than anything else. Nozick is like a less insane version of ayn rand ;-) I loved 'atlas shrugged' when I discovered it in high school though ....

Miller's 'Sexus' changed the way I see the world.

and Mencken's 'Chrestomathy' changed the way I comment on the world.

Hmm, actually, all three are just about due for a good re-read