Please allow me to write down my personal list for those who love to learn:
- The Art of Computer Programming
- Algorithms (by Dasgupta, Papadimitriou, and Vazirani)
- Algorithm Design (by Kleinberg and Tardos)
- Feynman Lectures on Physics
- Landau & Lifschitz's series
- Vladimir Arnold's books on ODEs and Classical Mechanics
- Winning Ways for your Mathematical Plays (by Berlekamp et al.)
- Elements of Information Theory (by Cover & Thomas)
- Information Theory, Inference, and Learning Algorithms (by MacKay)
- Network Optimization (by Bertsekas)
- Convex Optimization (by Boyd & Vandenberghe)
- Nonlinear Control Systems (by Isidori)
- Visual Complex Analysis (by Needham)
- Lasers (by Siegman)
- Game Theory (by Fudenberg & Tirole)
- Trading and Exchanges (by Harris)
Plus a bunch of books on Classical Mechanics, Relativity, Quantum Mechanics, Differential Geometry, Real Analysis, Algebra, Theoretical CS, Chemistry, Biochemistry, Cellular Biology, Evolution, Game Theory, Mechanism Design, Auction Theory, Economics, Finance, etc. That would be a reading list worth considering! It would also take a lifetime to read all the books...