Although I wouldn't consider them critical to the canon of Satanic thought I would still recommend The Devil's Notebook & Satan Speaks by Anton LaVey. They do provide an insight into Dr. LaVey's personal founding views and, at the very least, they are hugely entertaining books.

Unfortunately, I believe these days they are fetching extremely high prices due to their scarcity, but if you can track a copy down The Church of Satan by Blanche Barton is absolutely invaluable.

Just as a personal recommendation, though not connected with Satanism per se, I would also invest in copies of The 48 Laws of Power and The Art of Seduction both by Robert Greene.
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