If military adventures are of interest try “Seven Pillars of Wisdom” by T.E. Shaw (aka. T.E. Lawrence aka Lawrence of Arabia ) this is a somewhat exagerated autobiographical work of the actions of Lawrence of Arabia within the Arab revolt during world war 1. It is excellently written and also gives some insite into the history of a region of the world very rellivent today.
You could try The Loss of the Ship Essex, Sunk by a Whale, about the event that inspired Moby Dick.
To go in another direction entirely, look for Half Mile Down by William Beebe, unfortunately out of print. He was the first to dive anywhere near that deep.
Ooh, Ooh, I know! Try Seven Summits.
It’s the story of the first two people to climb the highest peak on each continent (a feat now very popular among hardcore mountaineering enthusiasts) - Dick Bass (founder of "#1 Ski Resort in America - Snowbird) and Frank Wells (the guy who got Michael Eisner his job.)
It’s written like a fast-paced adventure movie complete with the mentor (Marty Hoey), the hero (Dick Bass), and the comic relief (Frank Wells.)
We Swam the Grand Canyon: The True Story of a Cheap Vacation that Got a Little Out of Hand by Bill Beer. An often very funny story about some guys who floated down the Colorado back in 1955—using war surplus rubber field radio covers as their flotation devices.
And here’s a very wierd coincidence: he died in a plane crash today.
The Worst Journey in the World
Written in 1920s by a surviving member of Robert Scott’s ill-fated expedition to the South Pole.
I also agree with the above recommendations of Into Thin Air, Into the Wild, The Perfect Storm, and Shadow Divers. Especially Shadow Divers.
How about Xenophon’s [ul=http://en.wikipedia.org/wiki/Anabasis_%28Xenophon%29]Anabasis? Or Caesar’s campaigns?