It depends on how much you're wagering.
In most cases, it's worth getting all the books to gain insight in different areas of handicapping.
I'd personally go with Sharp Sports Betting, JR Miller's book (ignore flat betting/bad kelly criterion logic), and Dan Gordon's Beat the Sports Books (a few issues in this book but some good advice specific to handicapping). Never read the Fiest/Sturgeon book, so I need to pick that up. Oh, and download the first edition of my e-Book at:
http://performify.com/Smart_Pro_Foot...ndicapping.zip
McCune's Education of a Sports Bettor is old, but a decent read.
The funny thing about handicapping/betting books is that as long as you pickup just one or two good tips/ideas/etc you'll likely recover the cost of the book.