The ‘Overcoming’ series of books are filled with useful information and Cognitive-Behavioural practical exercises. They are grouped by problem type and written by experts in the field. You can find the full range on the website.
Wherever you go there you are by Jon Kabat-Zin
Finding Peace in a Frantic World by Mark Williams and Danny Penman
Compassion focused therapy
The Compassionate Mind by Paul Gilbert
Many self-help books are now available on prescription from your GP. You can read more about the scheme by following the links below, or by contacting your GP surgery.
Headspace (mindfulness meditation)
Dharma Seed (lectures and meditation practices from around the world)
CBT Thought Diaries