Jon Fry's Recommended List
Because there are over 200 books reviewed on this website and one may not have the time to read all of them I am selecting a choice list of the best recommendations.
For a good historical overview of the UFO phenomenon with an emphesis on the governments's coverup I recommend Richard Dolon's UFOs and the National Security State and Timothy Good's Above Top Secret. From the scientific viewpoint I would encourage you to read the UFO Enigma by Peter Sturrock. Earlier books by J. Allen Hynek and Richard Hall also have an emphasis on the scientific aspects of Ufology and are recommeded.
Two authors who focus on the strange aspects of UFOs and alternative to the ET hypothesis are Dr. Jacques Vallee and John Keel. All of these authors' books are thought provoking, especially recommended are Vallee's Passport to Magonia and Keel's The Mothman Prophecies on strange occurrences in West Virginia and southern Ohio.
Another good investigative book is The Hunt for the Skinwalker by Dr. Colm A. Kelleher and George Knapp in which billionaire Robert Bigelow enlisted top scientists to study a place in Utah noted for UFOs and other paranormal activity.
The two books by Schmitt and Randle on the Roswell Crash are excellent
as in Randle's Roswell Encyclopedia. From the local Ohio viewpoint all elaborate
on the Circleville, Ohio -
On the crop circle mystery I would recommend Freddy Silva's Secrets of the Fields.