All of his books have been worthwhile in some way. "Fooled by Randomness" is a great place to start. Its effect of exposing the lack of objectivity in many commonly-accepted beliefs that rely heavily on perceived cause and effect can add maturity and humility to your own worldview.

Ironically, my only complaint might be that Taleb seems to get a little more self-congratulating by anecdotally revealing the lifestyle he is able to enjoy as you progress through his series of books. Perhaps this is more of a style device to broaden the books' appeal.

Whatever the case, the perspective you can gain from his writing is worth the time.