Futuring: The Exploration of the Future by Edward Cornish.  World Future Society, 2004.

An excellent, readable introduction to futures thinking, trends and methods.  A follow-on to The Study of the Future (1979), also by Cornish.

Foundations of Futures Studies : Human Science for a New Era:  History, Purposes, and Knowledge, Volumes I and II by Wendell Bell.  Transaction, 1996* (now in paperback)

A definitive description of the emerging discipline of futures studies.  Volume I is about forecasting; Volume II is about values.

The Knowledge Base of Futures Studies: Professional Edition edited by Richard A. Slaughter.  Foresight International, 2005. 

A massive collection of articles about futures studies from writers from around the world.

Encyclopedia of the Future by George Thomas Kurian, Graham T. T. Molitor.  MacMillan, 1995.

Anything you ever wanted to know about the future or futures studies is contained in this massive work.

The Art of Conjecture by Bertrand de Jouvenel.  Basic Books, 1967.

The classic introduction to futures thinking, originally written in French in the 1950s.

Why futures studies? by Eleonora Barbieri Masini. Grey Seal Books. 1993.

A short introduction to thinking about the future, focusing on the rationale and benefits for doing so.

Competing for the Future by Gary Hamel, C. K. Prahalad. Harvard, 1996.

A rationale for thinking flexibly and creatively about the future in order to remain competitive and successful in that world.

Future Edge : Discovering the New Paradigms of Success by Joel Arthur Barker.  William Morrow, 1992.

The classic introduction to paradigm shift and seeing the future with new eyes.

Foresight Principle: Cultural Recovery in the 21st Century by Richard A. Slaughter.  Praeger, 1995.

Why is foresight useful? How much does it really cost, and who should support it? What are the real megatrends?  A combination of futures thinking and a call to envision a better way of managing ourselves and the planet.

What Futurists Believe by Joseph F. Coates and Jennifer Jarratt. World Future Society, 1989.

Statements about the future and its assumptions by famous futurists.

What I Have Learned : Thinking About the Future Then and Now by Michael Marien, Lane Jennings (Editor).  Greenwood Publishing Group, 1987.

Essays by well-known futurists on what they have learned about themselves, futures studies, and the future.