This outlines Barry Goldwater's approach to foreign policy, and it goes well as a companion to the other two works by him I've listed.

This explains conservative philosophy better than probably any other book. It hasn't been called the "conservative Bible" for nothing.

Ignore the fact that it's written by a Frenchman, it is a simply superb work. It defines the nature of the Law as well as a defense of the Rule of Law. It's also short. At about ~60 pages, it could easily be read in two or three days (or one if you are really devoted).

Another classic work by Friedman. It is a superb companion to his other work.

A great explanation of Hayek's overall philosophy. This was a favorite of Margaret Thatcher.

You want to know the history of the modern American conservative movement? This is perhaps the best book to read on that subject.

This is one of the exceptions to the rule that I don't like works by pundits or political commentators. This work laid out a conservative point of view when conservatives needed it most during the early years of the Clinton administration.

Another exception to my rule about pundits and commentators. This is a genuinely superb work that can, in many ways, serve as a modern day "Conscience of a Conservative".