For those traders looking to design mechanical / statistical systems for futures markets, I would recommend the following:
Bob Pardo: Design, Testing, and Optimization of Trading Systems (or the newer version that just came out)
Any of the three books by Ralph Vince on money management for those interested in fixed fractional stuff.
Lars Kestner: Quantitative Trading Strategies
James Altucher: Trade Like a Hedge Fund
David Aronson: Evidence Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
Some of Perry Kaufman's books are pretty good too.
Also for those with Tradestation, Thomas Stridsman's books (such as Trading Systems That Work) are decent intros to designing robust systems.
That's just off the top of my head. There are probably others.
in relation to futures trading, how about the following:
a. price action: dbphoenix's ebook
b. patterns trading: suri's trade chart patterns like the pros
c. trading set-ups: raschke's street smarts and nihabaashi's wrb analysis
d. vsa: tom's master the markets