Props on Consider the Lobsters, as I believe David Fosters Wallace was quite possibly one of the smartest human beings of the past few years.
Just read Michael Lewis' (Blind Side) first book Liar's Poker from his time at Salmon Brothers on the bond trading desk. Quick easy read but not nearly as fun as Monkey Business as far as stories on Wall Street go.
Next up is: Market Wizards: Interviews with Top Traders.
Iowatreat should read some Umberto Ecco.