Tao Te Ching by Lao Tzu, translated by Gia-fu Feng and Jane English. This book is wonderfully calming, don't worry about what it means, just soak in it.

I'll also add another vote for The Myth of Sisyphus by Albert Camus and for Zen and the Art of Motorcycle Maintenance by Robert Pirsig.

On a darker note, if you had any illusions left, Gravity's Rainbow by Thomas Pynchon.