I have read and enjoyed some of the other books already mentioned and would add:

* Paul R. Halmos's "I Want to Be a Mathematician... an automathography: http://www.amazon.com/Want-Be-Mathematician-Automathography-...

* Frederick Mosteller's "The Pleasures of Statistics: The Autobiography of Frederick Mosteller": http://www.amazon.com/Pleasures-Statistics-Autobiography-Fre...