Two other don't miss baseball books are Charles C. Alexander's excellently-written biographies of Ty Cobb and John McGraw, two of baseball's dominant figures in the pre-Ruth era.
Speaking of Cobb, his own autobiography (My Life in Baseball) re-surfaced a few years back. It's a good read, albeit a little why's-everybody-always-picking-on-me in spots, and containing a factual error or two (for instance, in naming his all-time team his catcher was Mickey Cochrane, whom he describes as having caught Rube Waddell...if that had actually been true Cochrane would have beaten Joe Nuxhall by six years as the youngest big-leaguer ever, since Waddell died in 1912...when Cochrane was nine).