Reddit reviews Game Theory for Applied Economists

My own quick partial list:

• http://www.amazon.com/Theory-Applied-Economists-Robert-Gibbons/dp/0691003955
  
• Everything on http://lesswrong.com and http://overcomingbias.com ; keep reading until you understand what "acausal trade" is
  
• David Friedman's Future Imperfect (some economics of futurism, also deals with many of our issues); his "Legal Systems Very Different from Ours" is also very relevant and his Price Theory is good for intro economics
  
• Technical intro to signalling and countersignalling theory: http://ideas.repec.org/p/iuk/wpaper/2005-05.html
  
• Daniel Kahneman's Thinking Fast and Slow, also Dan Ariely's Predictably Irrational in the same vein (and Bryan Caplan's Myth of the Rational Voter for another set of fun consequences of irrationality :) )

Dixit, Skeath and Reiley is the standard undergrad text. And Fundeberg and Tirole is the standard graduate level book. Gibbons is somewhere in between the two.

Gibbons, Game Theory for Applied Economists is a fantastic first text.

After that, you can jump into advanced texts such as Myerson or Tirole.

If you want to learn the models actually taught in a first year PhD program, here's the ultimate introductory reference:

http://www.amazon.com/Theory-Applied-Economists-Robert-Gibbons/dp/0691003955

Game Theory for Applied Economists (download here in pdf format) is a fairly standard intro text for game theory.

FYI, it presumes you are familiar with basic economic arguments (e.g., utility analysis, marginal decision-making, etc) and calculus. If you're not familiar with those things, you should probably tackle them first before trying to tackle game theory IMO.