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As far as engames go, I have always neglected them too much and recently acquired some books about it to cover those holes. I can recommend Dvoretsky (famous gm trainer)'s "endgame manual" which cover quite a lot of usual endgames and proposes very interesting (and pretty hard) end-chapter exercises. I seem to remember that a lot of soviet gms studied endgames with Averbach multi-volume collection, which I can't unfortunately comment about as I don't own these. I'm also pretty sure Karsten Muller made at a good book or two about endgames. This games contributes a fuckload of endgame studies to the website chessbase.com.
I have also owned for quite some time Shereshevskii's "Endgame Strategy", which is not about to win/draw basic endgames but deals with general endgame principles, like gradually improving your pieces' postition, not hurrying and creating weaknesses in the opposite camp. Very interesting book.
Most opening book go out of date a few years after their release, but Polugaevski's 2-volume "The Sicilian Labyrinth" is pretty awesome. It doesn't deal with much theory, but it explains all the thematic tactics and strategical plans for both sides in the sicilian (mostly the open sicilian 2.Nf3 and 3.d4). I wish more books about openings were structured like this.
Otherwise, I can also recommend like other posters books like Fisher's 60 memorable games or Bronstein's book about Zurich 1953 tournament. I read all those book in my teens and studied very little chess in 10+ years, so I can't comment on more recent books. Hope all this stuff helped.

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