Let me advertise my absolute favorite: an obscure Hungarian writer called Geza Csath. He was a doctor and journalist at beginning of the 20th century and he wrote the most beautiful and objective stories on self-deception and other human weaknesses. Highly accurately, without moralizing or romanticizing.
I've only read the originals, but I hope the translation is not too bad. (Unfortunately, in English, it is available only used: http://www.amazon.com/Magicians-Garden-Other-Stories/dp/0231047320/ref=sr_1_4?s=books&ie=UTF8&qid=1281569193&sr=1-4
A good book I am reading currently is The Art Of Choosing by Sheena Iyengar.
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Did you try GNU Go? That should be hard enough for most beginners.
Side-note, Wikipedia has a nice article on computer-Go; it's gotten a lot better, but still... with all the discussions on AGI on LW, it's sobering to see how difficult even a constrained well-understood domain like Go can be dealt with using today's methods.
The problem with GNUgo is that it teaches a style that would not be effective in beating humans. Generally, you have to build up moderately difficult situations, where you have a deep sequence of forcing moves. These kind of deep but simple to prune trees are very easily read by humans, but GNUgo sucks at them, especially if they are on the interaction boundary of bigger fights.
Still it can be valuable learning tool, but one will learn a different skill set to playing with humans.