Here are some of the church's greatest teachers on the work of growing to true sainthood. If you wish to make actual contact with God and to develop a spiritual practice that works for you, I don't think you can do better than the books below.
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Christian Proficiency by Martin Thornton
This is the book that started my love affair with the spiritual life. It is the finest overview I have ever found of the classical elements of healthy spiritual practice - and written by a well-recognized expert in the field! If you read one book on spiritual formation, this is it. Truly. There's a reason it tops my Must-Read list
Book of Common Prayer - Episcopal Church, 1979 Edition
Once you read Christian Proficiency it will become all the more clear why everyone needs a prayer book, especially one that includes the daily office. Note that the BCP is available for as a free .PDF download here (definitely get it). But I like having a hardcopy (or 3) as well. I also wrote a blog post with instructions for using the BCP here.
A Diary of Private Prayer by John Baillie
Sometimes you just need to pray - now! This book was given to me by one of my most beloved mentors during one fo the hardest times of my life. She knew what she was doing... This is a simple book of prayers for morning and evening each day of the month, written by an incredibly insightful and honest soul. These prayers cut to the core of the human experience and provide both comfort and confrontation. As guides to prayer go, you can hardly do better! (If you can find one, splurge for a used copy of the 1949 edition; the language, though dated, is more poetic.)
Life and Holiness by Thomas Merton
In this short little book, one of the great saints of the 20th century describes the essence of Christian maturity. It is approachable, readable and one of the finest summaries ever written of what faith looks like in practice.
Spiritual Traditions for the Contemporary Church by Maas and O'Donnell
This is an amazingly engaging and readable introduction to the major schools of Christian spiritual practice, stuff most Protestants are never introduced to (to our great detriment!). Here you will meet Benedict, Ignatius, Theresa of Avila, St. John of the Cross, as well as Calvin, Luther and the entire Anglican tradition. I highly recommend it in combination with Christian Proficiency and Prayer and Temperament - so that you get a sense of your particular attrait (i.e., spiritual personality-type) and which school(s) of spiritual practice will be of most help to you. (And if attrait is a new concept to you, check out my series Loving God 401, especially Part 2.)
Seeking God: The Way of St. Benedict by Esther de Waal
St. Benedict (5th cent) is one of the great guides to the spiritual life. His famous Rule set the pattern for monastic life in Europe, and the Benedictine tradition stands as the foundation to all the other schools of Christian spirituality that followed. While the Rule of St. Benedict is short and easy to read, de Waal's explanation is far more approachable and modern for those not familiar with Benedict. Her Living with Contradiction is also highly recommended!
Interior Castle by St. Teresa of Avila
There's a reason St. Teresa was named the first female Doctor of the Church. Her Interior Castle (written in 1577) is one of the greatest road maps to spiritual progress ever written. Stunningly readable and engaging, she walks us through the life of prayer from the first experience of God's love through to mystical encounter. It is a little advanced, so read it after Christian Proficiency. But it is a timeless classic.
Letters to Marc About Jesus by Henri Nouwen
Everyone should know Henri Nouwen - one of the great spiritual writers of all time. This is a collection of letters between Henri and his nephew about the life of faith, particularly how to live with "Jesus at the center." It is gentle and brilliant and will subtly-but-immeasurably change your life.
Following Jesus by N.T. Wright
Short and easy to read, it offers an exceptional look at the theological foundations of spiritual practice. While you won't find direct discussions of methods of prayer or discerning God's direction, you will find one of the world's finest New Testament scholars explaining essential elements of the biblical story and how they affect our daily life. It is the book we use at Canvas for all of our new-comer's small groups. It makes for an excellent discussion!
Prayer and Temperament by Michael and Norrisey
For those trying to find a style of spiritual practice that "fits," this book uses the Myers-Briggs personality types (INTP, ENFJ, etc.) to help match people with the classical schools of Christian spirituality. It is hardly foolproof, and I always recommend taking tools like the Myers-Briggs or the enneagram with a sizable grain of salt. Nevertheless, this book can speed the process of finding what does and doesn't work for you. (I recommend reading it with Spiritual Traditions for the Contemporary Church!)