I quite like the non-fiction of Irvin Yalom (his novels are an abomination). He wrote the standard textbook of Existential Psychology, titled "Existential Psychology" (imagine that!). This approach to therapy is a kind of modified Freudian psychoanalysis that examines neuroses that have formed as a defense against confronting the four essential existential concerns of life, which Yalom identifies as questions of death, freedom, responsibility, and meaning.

His Love's Executioner is also interesting - a set of Oliver Sachs-like case studies of patients he has treated for existential issues.

Another of my absolute faves is Carl Rogers' collection of essays "On Becoming a Person". I don't much subscribe to his model of therapy, but he is profoundly insightful, and often regarded as the founder of Humainst Psychology.

Other great and important figures are Abraham Maslow and Viktor Frankl. Frankl's book "The Will to Meaning" is a valuable study of the problem of meaning as a psychological issue.