Independent of the school you're interested in: Get a teacher, mentor, or other form of companionship. With the wealth of information available on the internet, it is very tempting to become a solitary practitioner. The danger is missing out on essential aspects, which get passed on between living people, and which are unlikely to transport well via the written word. See below for some advice and warnings about teachers and groups.
The single most important book is your own journal. It seems like a chore, but it really, really is the single most important book in your magickal career, ever.
That being said, here are some more reading suggestions. Again, the essence is in the regular doing, there is no benefit at all in only reading these texts.
For Chaos Magick, I second "Advanced Magick for Beginners". Also the books co-written by Chapman and Barford, "The Blood of the Saints", "The Urn", and "A Desert of Roses", which contain a very good cross-section of actual practice, so you can see how two magicians actually worked for a few years. Follow their example, do the work.
For Thelema (Crowley's system): "Magick without Tears", by Aleister Crowley. "Living Thelema", by David Shoemaker. Both emphasize practice.
For Hermetic schools: Israel Regardie's "The Middle Pillar". Or, if you fancy the continental flavor, "Initiation into Hermetics" by Franz Bardon. For a modern course, "Quareia" by Josephine McCarthy. Again, emphasis on doing the work.
Each of these currents have their own groups, orders, and schools. It is recommended to contact them, they often offer introductory seminars and trainings. However, as with any spiritual organization, do your homework before joining or becoming a follower. The same caveats as for joining a Buddhist group or becoming a Guru's student apply. But don't let this be your excuse for becoming a solitary practitioner.
