I have several suggestions
One of the better ones to read is his first autobiography entitled, "My Early Life". A great read, it provides some very interesting insight into who he was and you get a good sense of his profound humor and wit.
A must-have is the set written by his (I think) offical biographer William Manchester. The volumes are entitled "The Last Lion", with sub-titles for the additional volumes ("Visions of Glory" and "Alone"). These are magnificent works.
Of other interest may be the book done by his great grand-daughter, Celia Sandys entitled, "The Young Churchill".
"Blood, Sweat, and Tears" was written by Churchill himself in (I believe) 1941. Also a great book though it may be tough to find.
Not so much a "book" but more of a pictorial is a work entitled, "Winston Churchill: the Photobiography" by Paterson. It's chock full of pictures of Sir Winston taken during his life.
Hope this helps
