Written by Tolkien:
The Hobbit
The Fellowship
The Two Towers
The Return of the King
The Appendices

Written because the movies were made:
Weapons and Warfare
The making of an masterpiece
Guide to Middle Earth: The Two Towers
Guide to M-E : The Return of the King

I would also love to read the rest of Tolkien's books but onfortunatly they are in English and I'm Dutch so that's vry difficult for me...

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In a little cubby hole on my desk:

The Silmarillion-99' Harper Collins (black paperback) edition(purchased 04')
The Hobbit-same as above
The Fellowship of the Ring-old(and very!) musty 93' Harper Collins paperback(H.S. cover)
The Two Towers-(purchased summer 05') 93' Harper Collins black paperback
The Return of the King-(same as above, though purchased 03')
The Unfinished Tales-98' edition, black paperback, Harper Collins
The Book of Lost Tales I-02' edition, Harper Collins, black paperback(purchased this summer)
Poems from the Lord of the Rings-02' edition, Harper Collins, (purchased this summer)
J.R.R. Tolkien: The Architect of Middle-Earth-92' edition, Running Press, author-Daniel Grotta(purchased early 04')

(might as well finish the list!)

Deltora Quest 7 & 8
Great Tales of Terror; Poe
Lord of Snows and Shadows
Prisoner of the Iron Tower
Star Wars: The Han Solo Trilogy, Book 1

all purchased within a 3 year period(Poe is an exception, purchased 7 or more years ago, was my brothers initially)