My favorite Wittgenstein book is <i>Zettel</i>
(University of California Press), which
is a collection of paragraphs Wittgenstein kept in a
box-file.  This book is nice if you know or are
learning German, since the facing pages have both
the original German and the English translation.
<i>Culture and Value</i> (University of Chicago
Press) has this same format.  Wittgenstein's main
work published in his lifetime was <i>Philosophical
Investigations</i> (MacMillian Publishing).
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If you are interested in his life story, <i>The
Duty of Genius</i> is a nice biography.  Wittgenstein
suffered a great many tragedies in his life.  For example,
several of his siblings committed suicide.  There are
interesting parallels to stories about many of the
old Zen masters.