Notes on How We Know What Isn't So: The fallibility of human reason in everyday life by Thomas Gilovich, 1991, Simon & Schuster. ISBN: 0029117062

I'd highly recommend this as one of the starting points to anyone interested in learning about cognitive biases. Gilovich is both a prominent researcher and an excellently readable writer. He encourages the reader to think like a bias researcher. Using logical principles, we can get hypotheses about which biases to expect. With controlled experiments, we can verify the existence of biases and by applying them to specific topics we can see how natural human fallibility can have disastrous results. Cordelia Fine's "A Mind of Its Own" complements it nicely, and is more recent.

Part One: Cognitive Determinants of Questionable Beliefs

Ch. 2: Something Out of Nothing: The Misperception and Misinterpretation of Random Data

Ch. 3: Too Much from Too Little: The Misinterpretation of Incomplete and Unrepresentative Data

Ch. 4: Seeing What We Expect to See: The Biased Evaluation of Ambiguous and Inconsistent Data

Part Two: Motivational and Social Determinants of Questionable Beliefs

Ch. 5: Seeing What We Want to See: Motivational Determinants of Belief

Ch. 6: Believing What We Are Told: The Biasing Effects of Secondhand Information

Ch. 7: The Imagined Agreement of Others: Exaggerated Impressions of Social Support

Part Three: Examples of Questionable and Erroneous Beliefs

Ch. 8: Belief in Ineffective "Alternative" Health Practices

Ch. 9: Belief in the Effectiveness of Questionable Interpersonal Strategies

Ch. 10: Belief in ESP

Part Four: Where Do We Go from Here?

Ch. 11: Challenging Dubious Beliefs: The Role of Social Science