The book that most changed my life is by Viktor Frankl,
Man's Search for Meaning.
I ran across this book during a particularly stressful and lonely part of my life. It was truly a godsend. The book recounts the author's experiences as a prisoner in the Nazi concentration camps and how he learned to transcend his suffering and mental anquish and survive, despite his circumstances. It's a wonderful (and practical) book of hope and encouragement and overcoming personal adversity, written by a psychologist with first-hand experience of personal tragedy and how to win over it.