Art, IMHO the Shoen book and the Daytona Coupes book would top the must-have list. Both are packed with information. The Daytona book has a lot of information that I've never seen elsewhere, written by those who were there.
The AQ article of the 427 cars is a very nice piece, with some really nice documentation of some significant FE-powered cars including Dick Smith's race Cobra and the Ken Miles "Flip Top".
The Ford Cobra Guide is interesting in that it was published back when you could still buy one of these cars off of the showroom floor, so it is not written from an historical perspective like most of the rest. It is a fairly short book with a few photos, all of which you will recognize from other sources, so I'd buy it only if you're trying to complete a collection. I found mine a few years ago and paid about $75 for it, IIRC.
The Shelby American Guide is kind of the predecessor of the Shelby Registries. I think that much of what is contained in it was used by Rick Kopec et al as the source of the model information contained in the SAAC Registries. There is some good info there about some of the rarer Shelby creations, such as the Dragonsnakes and Tigers, and it's probably worth having if you can find one. My copy is beat to hell; I've owned it for twenty years and would've treated it better if I had known I'd be collecting books one day...
The Taylor and Statham books are pretty easily obtained, I think--you can probably find them both on Amazon--and again are books I'd buy if I were looking to round out my Cobra library--
Hope this helps.
Bob