I swear by these books:
Total Yoga by Tara Fraser
The Yoga Bible by Christina Brown
No, they're not philosophy books, they're asana books.
Total Yoga really is total yoga. This was the book I got when I first started, and pretty much started it all for me. It provides a great general overview of yoga as a whole, from drinking water to meditation to, of course, the asanas.
After working with Total Yoga, I was ready for more asanas. The Yoga Bible has a short overview and includes an overview of the Sutras, but I was really going for advanced postures.
Now, in terms of philosophy, I've read the Bhagavad Gita, and would like to move on to Patanjali's Sutras. I'm actually going to go download it on my Kindle right now... (!)