I've seen many many different types of books that I've used and recommended for my clients and I'll list a few and perhaps others may chime in and offer their own. I find them useful often to help support my own healing and growth and I've consistently found that other people have been able to use aspects of the ideas laid out in these books.
My favorite is this little book "Going Home: A Positive Emotional Guide for Promoting Life-Generating Behaviors" which is funny, pragmatic and very easily accessible and useful. I think it's criminally underused and utilizes a solid theoretical basis.
The Anxiety and Phobia workbook is a MUST HAVE if you are trying to manage anxiety. Lots of practical tips, including about cognitive restructuring, diet, managing relationships and increasing emotional and body awareness.
Finally,even if you decide not to take a DBT group, the DBT Training Skills Manual by Marsha Linehan is super helpful in terms of giving a practical map to manage various areas of life, particularly if you struggle with things like dysregulation and invalidating relationships. Don't bother with the textbook, btw—the entire curriculum and the rationale is laid out in the workbook itself.
I have others that I might add later.