Some books that make you think, though couched in story format, include Heinlein's "Time Enough for Love", "the Number of the Beast", and "Starship Troopers" (little relation to the movie, the book is mostly philosophy) and Norton's Childe Cycle, which includes the Dorsai books, among others.
The above books are also good science-fiction for those of you who just enjoy reading.
Madmen of History is a book I have at home, which covers some aspects of what you want, I will get the author tonight and try to post tomorrow.
I read through all the original Sherlock Holmes recently, those can be fun, even if they get somewhat repetative after a while.
And Harry Turtledove is worth your time, too. He writes alternate history books. Basically, they're historical accounts with something just slightly 'off.' For example, he takes the premise that the South actually _won_ the War Between the States, and then writes about what WWI would look like. They're a fun ride, lots of characters, and never dull, since all his books seem to be war stories. I just started reading his work with Guns of the South (premise: The South gets their hands on AK-47s in time for the War Between the States), and moved into his Great War series. Now I have the whole frigging Worldwar series, and I'm working on that...
"Why are all the good authors so damned prolific?"