Svadhyaya, or self-study, is the practice of engaging teachings on a daily basis.
I've compiled a list of books that have had a big impact on my life and my understanding of Yoga. By far the most life changing text I've engaged is the Yoga Sutra, as it was given to me by Jessica Kung-Dreyfus and Stéphane Dreyfus. Jessica and Stéphane teach in San Francisco and are a living treasure house of knowledge.
In that vein, an incredible amount of readings, lectures and articles about Yoga and Buddhism are available at The Knowledge Base.
Here are some powerful books to consider: