The Big Book of Conspiracies, written by Doug Moench, illustrated by various artists
I think I have a healthy amount of paranoia, which is to say that I'm neither trusting nor suspicious as a rule. But reading this book for a couple of days will make it difficult to give the benefit of the doubt anymore, especially to government and police authorities.
Beginning with the assassinations of JFK, RFK and MLK, this book supplies excrutiating details on the "coincidences" present in each case, and goes on to cast doubt on the official versions of everything from the moon landing to the death of Jim Morrison. What's most disconcerting is how quickly the most outrageous theories become plausible under the weight of evidence supplied. The book is extensively bibliographied as well, although I must admit that I wish that fewer of the sources cited were articles from UFO Magazine and its ilk.
Two things became clear to me in reading this book: first, that whether true or not, many of the cases presented herein are obscure enough to make one wonder if cover-ups were involved; second, that if I should ever stumble upon the "Truth" or be offered it by a shady informant, I will make no effort to bring it to light. The mortality rate for whistleblowers and witnesses, investigators and informants is terrifyingly high, and as romantic as the idea of playing Mulder might be, it seems clear that if there is a conspiracy, it is extensive enough that one person or even a group could not stand against it. Food for thought, and your paranoid nightmares.