I think I've read just about everything there is to read in Skyrim. Some of these are witty, suspenseful, thrilling, informative, sad, but all of them (to me at least) are entertaining.
AA Game at Dinner
A Hypothetical Treachery
A Tragedy in Black
Advances in Lockpicking
Ahzirr Traajijazeri
Amongst the Draugr
Azura and the Box
BBeggar
Beggar Prince
Breathing Water
CChance's Folly
Cherim's Heart
DDeath of a Wanderer
Dwarves, v1
Dwarves, v2
Dwarves, v3
FFinal Lesson
Forge, Hammer and Anvil
GGuide to Better Thieving
HHallgerd's Tale
Hanging Gardens
Horror of Castle Xyr
IImmortal Blood
Incident at Necrom
Invocation of Azura
JJornibret's Last Dance
KKing
LLast Scabbard of Akrash
Legend of Krately House
Lycanthropic Legends of Skyrim
NNight Falls on Sentinel
OOn Oblivion
On Stepping Lightly
Orsinium and the Orcs
PPhysicalities of Werewolves
Proper Lock Design
Purloined Shadows
RResponse to Bero's Speech
SSacred Witness
Souls, Black and White
Surfeit of Thieves
TThe Apprentice's Assistant
The Armorer's Challenge
The Art of War Magic
The Black Arrow, v1
The Black Arrow, v2
The Black Arts on Trial
The Buying Game
The Doors of Oblivion
The Exodus
The Gold Ribbon of Merit
The Locked Room
The Marksmanship Lesson
The Mirror
The Old Ways
The Rear Guard
The Red Book of Riddles
The Refugees
The Tale of Dro'Zira
The Third Door
Thief
Thief of Virtue
Three Thieves
Twin Secrets
WWarrior
Withershins
Words and Philosophy
Wraith's Wedding Dowry
And because I don't know if this would be considered a spoiler...
Spoiler Relatively rare books, not skill books, will show up in Urag's inventory every two days so if you've an avid collector like myself then you'll appreciate the variety he offers