I'd advise you to read Fortune's Formula, by William Poundstone first. It's entertaining, an easy read, and you'll pick up loads of information that will be useful going forward.

After that:

If you want to invest on fundamentals go for both of Graham&Dodd (aka the bible) and Seth Klarman's margin of safety (http://www.my10000dollars.com/MS.pdf).

For technical/quant trading both Trading+Exchanges and Volatility Trading are good books to read. Then look up some of the articles on wilmott.com and papers about things like Universal Portfolios or Neural Networks for trading on places like CiteSeer. Poking around Interactive Brokers' documentation isn't a bad idea either.

Hope this helps!