My favorite type of movies are spaghettiwesterns, and there´s quite a few books about it but i found them a bit dull to read i´m affraid, but those from Glittering Images, "Western all`italiana vol 1-3" are very nice with lots of pictures of old posters and lobby cards in colour. Also the long running magazine of same name is really nice with interviews with old cowboy heroes and stuff like that. Another favorite is the book "spaghetti western - the good the bad and the ugly" by Thomas Weisser as his small reviews are so confused. If you watch a western and after that look it up in this book it´s seems like Weisser have seen a different film, lots of fun.
Can also recommend three books about my favorite exploitation/horror directors/actors, all quite special guys:
Paul Naschy - Momoirs of a Wolfman
The ghastly one - the sex-gore netherworld of filmmaker Andy Milligan
Obsession - the films of Jess Franco (hard to find now, but Stephen Thrower is working on a new Franco book, i´m sure it will be magnificent)
And at last add to the Lucha Libre recommendation earlier, "Mondo Lucha a go-go", not only about the films but on the whole spectacle, much more entertaining than, the also good, "The Mexican Masked Wrestler filmography".