I have a friend whose journey through a painful loss has led her through many books.  Here are the books she's read, along with her rating of how helpful each was to her.

Title
Author/Rating
A Broken Heart Still Beats
Anne McCracken & Mary Semel ***
A Grace Disguised
Jerry Sittser ***
A Grief Observed
C.S. Lewis ***
My Son...My Son...
Iris Bolton ***
Lament For A Son
Nicholas Wolterstorff ***
How to Survive the Loss of a Child
Catherine M. Sanders Ph.D **
The Worst Loss: How Families Heal from the Death of a Child
Barbara D. Rosof **
Gone But Not Lost: Grieving the Death of a Child
David W. Wiersbe **
Grace For Grief: Daily Comfort for Those Who Mourn
Michael & Brenda Pink **
In The Midst of Winter
Mary Jane Moffat **
Healing After The Suicide Of A Loved One
Ann Smolin & John Guinan **
No Time To Say Good Bye: Surviving the Suicide of a Loved One
Carla Fine **
Roses in December
Marilyn Willett Heavilin *
An Empty Chair: Living in the Wake of a Sibling's Suicide
Sara Swan Miller *
Forgive & Healing the Hurts We Don't Deserve
Lewis B.Smedes
Saying Good Bye When You Don't Want To
Martha Bolton
How To Win When the Roof Caves In
Bill Glass (not recommended)
Losing Someone Close
Dr. Robert DiGiulio
Calm My Anxious Heart
Linda Dillow
Finding God When Life's Not Fair
Lee Ezell
Chicken Soup for the Grieving Soul
Jack Canfield & Mark Victor Hansen
Grieving a Suicide
Albert Y. Hsu
Why?
Anne Graham Lotz
One Minute After You Die
Erwin W. Lutzer
The Pain Of Grief
Doug Manning
A Serenity Prayer for Grievers
Rev. Mary Kendrick Moore
When Grief Breaks Your Heart
James W. Moore
Praying God's Word
Beth Moore
It Hurts to Lose.. .a Special Person
Amy Ross Mumford
Silent Pain
Kathy Olsen
Amazing Grace For Those Who Suffer
Jeff Cavins & Matthew Pinto
Walking With God Through Grief and Loss
Joyce Rupp
God Will Make A Way
Terry Rush
Peace in the Midst of the Storm
Zada Sherry
The Saddest Loss
Jane Woods Shoemaker
When A Child Dies
Daniel T.Hans
12 Reflections for the First 12 Weeks of Grief
Charlie Walton
Good Grief
Granger E. Westberg
Walking Through Shadows
Ken Ham & Carl Wieland
Grieving the Loss of a Loved One
Kathe Wunnenberg