If you're new to a paleo diet and looking for a place to start, this book, based on the Whole30 30 day diet program, is the place to go. Even if you consider yourself a paleo veteran, this book has recipes and does an excellent job at looking at psychological factors surrounding eating and creating sustainable habits to continue healthy eating for a lifetime. I've had many patients do quite well with the Whole30 program as explained in the Foreword of this book.
The Primal Blueprint by Mark Sisson
Mark Sisson's book goes in depth to outline a comprehensive lifestyle program including diet and exercise. He provides ongoing examples of two modern families throughout this work, illustrating why following conventional (what I consider to now be outdated and wrong) health advice is not the healthiest.
Exuberant Animal: The Power of Health, Play, and Joyful Movement by Frank Forencich
A beautiful and comprehensive work depicting our modern plight as human beings living outside of our genetic environment, Frank Forencich enlightens and engages readers providing insightful observations that will have you wanting to get back to your primal roots.
Way of the Peaceful Warrior by Dan Millman
This is a highly inspiring autobiographical book. While bordering on the fantastic, it illustrates many different things that can be done to improve health and live the life. Not only a classic, it's "A Book That Changes Lives."