My list may seem a bit odd, but these are the books that have cheered me up the most:
Brian Blessed: Absolute Pandemonium (get the audio version – with Blessed himself reading it)
Patrick Fermor: A Time of Gifts
P. G. Wodehouse: Right Ho Jeeves
P. G. Wodehouse: Joy in the Morning
Alan Watts: The Way of Zen
Bertrand Russell: Autobiography, essays and journalism
Aldous Huxley: The Doors of Perception
Aldous Huxley: Chrome Yellow
Evelyn Waugh: Decline and Fall (especially the first half...oh, and try Michael Maloney's audiobook recording, it's a masterpiece )
Evelyn Waugh: The Sword of Honour
Anthony Burgess: Enderby novels, especially the first one
Robert Graves: Goodbye to all That
The Sherlock Holmes books, read by Stephen Fry
Harold Bloom: Shakespeare: The Invention of the Human (especially the chapter on Henry IV)
Douglas Adams: The Hitchhiker's Guide to the Universe
Eckhart Tolle: The Power of Now
Bill Bryson: A Short History of Nearly Everything