Below is a list of Occult books that I consider essential for a magician's practice. Actually not all of the books are occult per se, but all of them offer something for the aspiring and experienced magician. I have not included any of my books here, because while I would argue they are essential reads, I wanted to focus on other people's works.
Magical Ritual Methods by William G. Gray
This book has been foundational to my magical practice and is one I draw inspiration from even today. Gray explores magical concepts and practices in depth, while providing exercises and urging practitioners to experiment.
Initiation into Hermetics by Franz Bardon
Another excellent practical book that walks you through a variety of magical processes while providing exercises to help you master those skills. It should be one of the first books a magician reads.
Real Magic by Isaac Bonewits
This book does a good job of defining and describing how and why Magic works. While I don't agree with all the laws, I think its still a book any magician should read just to see how someone has developed a definition of magic through systematic work.
Defining Reality by Edward Schiappa
Not an occult book, but a must read because it explores definitions and how people develop them. It's very useful for a magician to understand the power of definitions, both in terms of life and how they apply to magic.
Relaxing into your Being by B. K. Frantzis
This book provides an excellent introduction into Taoist meditation practices and lays out the value of doing internal work for personal development, as well as developing your internal energy
Magical Pathworking by Nick Farrell
A Useful Exploration of Pathworking, hypnosis, and related techniques and how to use them for internal work and invocations.
The Magician's Companion by Bill Whitcomb
A Useful Encyclopedic reference book that comes in handy if you want to get a quick reference to an occult tool or system.
A useful guide to the left hand path practices, as well as providing an intriguing essay on initiation that is a must read regardless of what path you are on.
Kissing the Limitless by T. Thorn Coyle
This is a book of Western Magical practices that also includes internal work as a part of its core practice. It explores a person's relationship to the world via spirituality and its exercises will definitely help you evolve.
Living Magical Arts by R. J. Stewart
Another excellent book that builds off the concepts in Magical Ritual Methods, while also providing a different perspective to the core principles of magic.
I could probably recommend many more books, but all of these are a good start for a beginning magician and recommended for more experienced ones as a way of helping you fully flesh out your practice in a comprehensive manner.
Book Review: The Hidden Adept & The Inward Vision by R. J. Stewart
This is a fascinating biography about a little known occult adept named A. R. Heaver who lived in England from 1900 to 1980. R.J. Stewart shares details of this person's life as well as his own encounters with him in the 1970's. He also discusses the Avalon sanctuary, and several other fascinating details. I enjoyed the book a lot because it provided some details about R.J's work in relationship to A. R. Heaver and proved to be fascinating in terms of learning a bit more occult history. If you are learning the Sphere of Art or other related work that RJ does this book is a must, and if you are a student of occult history, you will also want to pick up this book.