Cognitive Behavioural Therapy for Dummies - a good starting point for self help techniques
Change Your Life in Seven Days - Paul McKenna
Instant Confidence - Paul McKenna
Loving What is - Byron Katie
Prisoners of Belief - McKay and Fanning
Reinventing Your Life - Young and Klosko
The 7 Habits of Highly Effective People - Covey
Mind Over Mood - Padesky and Greenberger
Assertiveness at Work - By Back and Back
There are many Self Help books or Coaching books available. The above list is a good starting point and each book listed provides some thought provoking techniques.
DVD's - What the Bleep do we know?