Listmania!
Everything you need to know about animal behaviour
The Extended Phenotype: The Long Reach of the Gene (Oxford paperbacks)The Extended Phenotype: The Long Reach of the Gene (Oxford paperbacks) by Richard Dawkins
Buy used from: £2.07
A solid start on evolutionary theory
Introduction to Behavioural EcologyIntroduction to Behavioural Ecology by J. R. Krebs
Buy new: £26.59 / Used from: £9.50
The study of the evolutionary function of behaviour
Nerve Cells and Animal BehaviourNerve Cells and Animal Behaviour by Peter J. Simmons
Buy new: £20.89 / Used from: £5.02
All about how nerve cells generate behaviour- the study of neuroethology
Design for a Life: How Behaviour DevelopsDesign for a Life: How Behaviour Develops by Patrick Bateson
Buy new: £8.99 / Used from: £1.61
How does behaviour develop? The interacting role of genes and environment
Animal Learning and Cognition: An IntroductionAnimal Learning and Cognition: An Introduction by John M. Pearce
Buy used from: £3.00
A superb introduction to animal learning theory and associationist principles
Cognition, Evolution, and BehaviorCognition, Evolution, and Behavior by Sara J. Shettleworth
Buy new: £35.63 / Used from: £25.00
Definitelty the best single-author book on animal behaviour there is- combines functional and mechanistic standpoints
The Behavior of Animals: Mechanisms, Function, and EvolutionThe Behavior of Animals: Mechanisms, Function, and Evolution
Buy new: £30.39 / Used from: £24.63
Maybe not as comprehensive as Shettleworth's- but each chapter is written by an expert in the field making it an authoritive and up to date textbook
Neural Networks and Animal Behavior: (Monographs in Behavior and Ecology)Neural Networks and Animal Behavior: (Monographs in Behavior and Ecology) by Magnus Enquist
Buy new: £32.26 / Used from: £27.87
Perhaps tough going for a beginner, but I have put this in since it is the future of the study of animal behaviour. I hope!