I have at least 10 favorite books from the game, but for the sake of not polluting this post, I'll just post a select few of my top books.
If you're interested in reading the in-game books online, here's a link to The Imperial Library. http://www.imperial-library.info/
My favorite books include:
1.) A Dream of Sovngarde, by Skarden Free-Winter - It's a story of a Nordic leader and the tale of his final moments in desperation before he led his men into their glorious final battle. It also holds one of my most favorite quotes of any in-game book I've ever read. A quote in which I had in my signature for a while. Ysgramor says to Skarden Free-Winter, "Remember this always, son of the north - a Nord is judged not by the manner in which he lived, but the manner in which he died." Ysgarmor is one of my Skyrim heros. http://www.imperial-library.info/content/dream-sovngarde
2.) The Woodcutter's Wife, by Mogen son of Molag - This is a what some consider to be a folktale of the wife of a woodcutter whom was punished and cursed for her deeds. It's a creepy tale and it easily sits in my top favorites mainly because of it's connection to my next favorite book. http://www.imperial-library.info/content/woodcutters-wife
3.) Cabin in the Woods, by Mogen son of Molag - This particular book is a super creepy tale that'll probably give you goosebumbs and it's about an abandoned cabin with a soldier and a ghostly woman. I really enjoyed this book and it's connection to my previous favorite. http://www.imperial-library.info/content/cabin-woods
I have several more favorite books, but for now I'll just list these ones as I do not want to overcrowd my post. Please feel free to share and discuss any books from Skyrim and the DLCs.