A Serious Call to a Devout and Holy Life William Law
All of Grace C. H. Spurgeon
Confessions St. Augustine
Dark Night of the Soul Saint John of the Cross
On the Mortification of Sin in Believers John Owen
On Keeping the Heart John Flavel
Select Sermons Jonathan Edwards 
The Deeper Christian Life Andrew Murray
The Practice of the Presence of God Brother Lawrence
The Pursuit of God A. W. Tozer
Treatise on Religious Affections Jonathan Edwards 

Selected Links for Free Online Books

Classics for Young People Links to great children's classics onlilne from Children's Literature Web Guide
Desiring God eBooks John Piper's Books online and free
Evangelical Christian Library Includes wonderful stories God's of working, e.g.the Henrietta Mears Story
Monergism Classic Reformed titles
Project Gutenberg Strong in classics, literature and reference books
Reformed Books and Commentaries  Includes works by Owen, Machen and Calvin
The Online Books Page Some 10,000 titles from diverse sources in a variety of formats