These books have proven invaluable for identifying marine life and improving my diving skills.

Marine Life Identification

California

• Coastal Fish Identification: California to Alaska, by Paul Humann and Ned Deloach
• Eastern Pacific Nudibranchs, by David W. Behrens and Alicia Hermosillo
• Guide to Marine Invertebrates: Alaska to Baja California, by Daniel W. Gotshall
• Pacific Coast Crabs and Shrimps, by Gregory C. Jensen (looks like he might have a new version out now)

Caribbean

• The Reef Set: Reef Fish, Reef Creature and Reef Coral, by Paul Humann, Ned Deloach, Les Wilk

Hawaii

• Hawaii's Sea Creatures, by John P. Hoover
• The Ultimate Guide to Hawaiian Reef Fishes, by John P Hoover

Indo-Pacific

• Nudibranch & Sea Slug Identification: Indo-Pacific, by Terrence M. Gosliner, Angel Valdes, David W. Behrens
• Reef Creature Identification: Tropical Pacific, by Paul Humann and Ned Deloach
• Reef Fish Identification: Tropical Pacific, by Gerald Allen, Roger Steene, Paul Humann, Ned Deloach
• Tropical Pacific Invertebrates, by Patrick L. Colin & Charles Arneson

Other Books

• Deco for Divers, by Mark Powell.  An easy-to-read book about the history and theory of decompression.
• Nudibranch Behavior, by David W. Behrens