There is a FAQ posted regularly to sci.nonlinear. 

1] Prigogine, "Exploring Complexity"
Or any other Prigogine book. If you've read one, you read most of
all of them (A Poincare recurrance maybe?)

2] Guckenheimer and Holmes "Nonlinear Oscillations, Dynamical Systems, and
   Bifurcations of Vector Fields" Springer
Borderline phys/math. Advanced level. Nuts and bolts how to textbook.
No Saganesque visionary thing from the authors. They let the topic
provide all the razz-ma-tazz, which is plenty if you pay attention
and remember the physics that it applies to.

3] Lichtenberg, A. J. and M. A. Lieberman (1982). Regular and Stochastic
Motion. New York, Springer-Verlag.

4] "The Dreams Of Reason" by Heinz Pagels. 
He is a very clear and interesting, captivating writer, and
presents the concepts in a very intuitive way. The level is
popular  science, but it is still useful for physicists who
know  little of complexity.

5] M.Mitchell Waldrop: Complexity.  
A popular intro to the subject of spontaneous orders, complexity 
and so on.  Covers implications for economics, biology etc and not 
just physics.

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