For a more thorough list, I highly recommend the Basic Christian Library suggested by Lutheranism 101.
Devotional and Catachetical Reading
The Lutheran Study Bible. (ESV). St. Louis: Concordia, 2009.
Concordia: The Lutheran Confessions. A Reader’s Edition of the Book of Concord. 2nd edition. St. Louis: Concordia, 2006.
Lutheran Service Book. St. Louis: Concordia, 2006.
Luther, Martin. Reading the Psalms with Luther. St. Louis: Concordia, 2007.
Theological, Educational, and Apologetic Reading
Eckstein, Tom. Bearing Their Burden. Lulu, 2010.
Kittelson, James. Luther the Reformer: The Story of the Man and His Career. Minneapolis: Augsburg Fortress, 2003.
Kolb, Robert. Confessing the Faith: The Reformers Define the Church, 1530-1580. St. Louis: Concordia, 1991.
Lewis, C.S. Mere Christianity. San Francisco: Harper, 2001.
Luther, Martin and John Dillenberger. Martin Luther: Selections From His Writings.
Veith, Gene Edward, Jr. Christianity in an Age of Terrorism. St. Louis: Concordia, 2002.
Veith, Gene Edward, Jr. God at Work: Your Christian Vocation in All of Life. Wheaton, IL: Crossway Books, 2002.
Veith, Gene Edward, Jr. Postmodern Times: A Christian Guide to Contemporary Thought and Culture. Crossway,1994.
Veith, Gene Edward, Jr. Reading Between the Lines: A Christian Guide to Literature. Crossway, 1990.
Veith, Gene Edward, Jr. Spirituality of the Cross. Expanded and revised. St. Louis: Concordia, 2008.
Walther, C.F.W. and Walter C. Pieper. God's No and God's Yes: The Proper Distinction Between Law and Gospel. St. Louis: Concordia, 1973.
Online Resources