I do have a bookcase full of royal books, but you might be surprised to learn that I don't do a lot of royal reading in my spare time. I'm not a big fan of biographies, generally speaking - it's hard to find really good ones, in my opinion - but I enjoyed Gyles Brandreth's Philip and Elizabeth: Portrait of a Royal Marriage and Charles and Camilla: Portrait of a Love Affair. Brandreth knows his subjects and their world well, and writing about a couple instead of a single person makes for an interesting take. On a somewhat similar note, Julia Gelardi''s Born to Rule: Five Reigning Consorts, Granddaughters of Queen Victoria combines five lives in a fascinating read. I'll also give a mention to James Pope-Hennessy's Queen Mary, probably the definitive account of the life of our patron magpie saint.
Unsurprisingly, I do love a good royal jewel book. Having a blog about Queen Elizabeth II's jewels, The Queen's Diamonds by Hugh Roberts (my review here) and The Queen's Jewels by Leslie Field are indispensable to me. Prince Michael of Greece's The Jewels of the Tsars is an excellent starter book if you're interested in the Romanov jewels, with loads of pictures and plenty of background on the characters at play, which is very helpful if you're not already an expert on imperial Russian history. Geoffrey Munn's Tiaras: A History of Splendour is big and lavishly illustrated, giving the history of tiaras in general and covering some royal tiaras (mainly British, but a selection of international pieces too) along the way. It's an essential book for tiara lovers, and no recommendation list of mine would be complete without it.
Those are just a few favorites off the top of my head, but obviously a terribly small sample. Please use the comments to share your favorites and ask for recommendations from others!
(I will ask that the comments on this post stay on the topic of royal books, and any off topic conversations remain on the open post. Thanks!)