I’m frequently asked by people interested in classical liberalism to recommend books within or on that tradition. I often suggest they start with basic introductions like David Boaz’s Libertarianism: A Reader and Libertarianism: A Primer. If they seem ready for something more meaty, I might suggest Robert Nozick’s Anarchy, State, and Utopia, Milton Friedman’s Capitalism and Freedom, Frank Meyer’s In Defense of Freedom, or even Albert Jay Nock’s The State of the Union. Here are some other ideas, including Jason’s suggestions in the comments of Murray Rothbard’s For a New Liberty and Robert Heinlein’s The Moon is Harsh Mistress.
My guess is that The Fund for American Studies’ President Roger Ream gets asked this or a similar question quite often as well since he’s recently compiled a useful list of “Books, Documents, Speeches & Films to Read or See.” Its range is a bit broader than classical liberalism but well worth a look here.
And here is Roger and others discussing “conservative” books on C-SPAN just recently: