Probably the most famous self-help book of all is Dale Carnegie's How to Win Friends and Influence People. This came out in 1937 and really started the whole self-help genre (of course it wasn't the first self-help book - for example there was actually a book called Self-Help in the 19th century). But it started the trend for books that would give you clear goals and exercises etc to help you achieve them.

In more modern times, a very influential book has been Feel the Fear and Do It Anyway, by Susan Jeffers. This has recently been reissued, and when it came out 20 years ago it was really groundbreaking. Some of its ideas, like positive thinking, visualising and so on, are better known now - you can find them in books like Paul McKenna's Change Your Life in 7 Days, for Instance - but they were new then and still have a lot of practical value.

Generally, the market for self-help books is a bit overcrowded now. There seems to be a book for every problem!