Let me second the recommendation for Burns’ Feeling Good. For folks having trouble with depression, it’s got a lot of practical advice and exercises, and the only jargon it uses comes from academic psychology (no Unempowered Codependent crap here).
Other books that I’ve used or that I recommend to clients:
What You Can Change & What You Can’t – Martin Seligman. A guide describing various clinical disorders and reviewing evidence for current treatment options (pharmacology, psychotherapy, training/education, etc). It’s written by a past president of the American Psychological Association & is geared towards educated laypeople.
Learned Optimism – Martin Seligman. Techniques for training your mind to see things more optimistically, along with evidence for why pessimism is associated with depression and impaired physical health.
The Relaxation & Stress Reduction Workbook – Davis, Eshelman, & McKay. A collection of exercises for reducing anxiety. The only limitation is that it doesn’t provide an explanation of how psychologists currently understand anxiety-related disorders; it’s simply a collection of techniques.
Why Marriages Succeed Or Fail and The Seven Principles For Making Marriage Work – John Gottman. Gottman’s the most rigorous academic researcher of couple processes, but somehow he also finds time to write books, see clients, and lead workshops. Great books because the recommendations are tied to empirical findings, not “homespun” wisdom.
Your Perfect Right – Alberti & Emmons. Some of the language is a little dated, but this is the classic book for improving assertiveness.
Procrastination – Burka & Yuen. Best book on this problem; I should probably re-read it rather than posting here…
The Good Vibrations Guide to Sex – Winks & Semans. This generation’s version of the Joy of Sex.
Finally, a self-help classic with personal meaning to me:
The Road Less Traveled – M. Scott Peck. This has been around forever. An ex-teacher recommended it to me when I was in undergrad. It’s definitely less research-based than any of the books listed above, but it helped me take greater responsibility for my life as a young adult. It also indirectly sparked my interest in Buddhism and influenced me to become a psychologist.
I’ve read somewhere that there are more new yearly titles in self-help/psychology than in any other non-fiction category. Even if 90-95% of it is crap, I can usually find a couple decent books. It’s no different from computer games and movies; most are flawed in some fairly obvious way, but a few well-made ones get produced each year.