Further reading

Asana, Pranayama, Mudra and Bandha by Saraswati Satyananda Swami
A very useful reference book. Avaiilable on line as a .pdf here

The Heart of Yoga: Developing a Personal Practice by T. K. V. Desikachar
Very useful section on yoga philosophy. Also contains an excellent translation of the Yoga Sutras of Patanjali

Yoga: The Spirit and Practice of Moving Into Stillness
Erich Schiffmann classic book introduces a lot of concepts also found in Sati yoga

Prana and Pranayama by Swami Buddhananda
The best reference book on the subject, for students of all levels. Most useful advice on how to build and progress your own pranayama practice.  Available online as a .pdf here

The Breathing Book: Vitality and Good Health Through Essential Breath Work, by Dona Fari
Useful section on “style of breathing”

Breath, Mind and Consciousness by Harish Johari
A short and somewhat amusing introduction to Swara yoga

Yoga Rahasya by Sri Nathamuni, Translated by T.K.V. Desikachar
A surprisingly useful classic, plenty of sound practical advice on asana and pranayama practice.

Alistair Shearer pocket size translation of the sutras
A lively and fresh translation of this indispensable classic.
Other translations are available online here and here
Matthew Remski’s translation is worth a read

Hatha Yoga Pradipika
A good translation with helpful commentaries.
This book is available as a .pdf here
Another translation is available as a .pdf here

Mindful Yoga, Mindful Life: A Guide for Everyday Practice by Charlotte Bell
An inspiring book on combining yoga and mindfulness practices and integrating them in daily life.

Moving into Meditation: A 12-week Mindfulness Program for Yoga Practitioners by Anne Cushman
Useful book on integrating the principles of mindfulness into a balanced yoga practice.

Breathe! You Are Alive: Sutra on the Full Awareness of Breathing by Thich Nhat Hanh
A clear, concise and masterful explanation of the Anapanasati sutta (discourse on mindfulness of breathing).

Breath by Breath: The Liberating Practice of Insight Meditation by Larry Rosenberg
One of the best guide for an in depth study of the Anapanasati sutta.

How to Train a Wild Elephant: And Other Adventures in Mindfulness by Jan Chozen Bays
Entertaining and very practical.

The Wise Heart: Buddhist Psychology for the West by Jack Kornfield

Insight Meditation: The Practice of Freedom by Joseph Goldstein

Mindfulness in Plain English by Bhante Henepola Gunaratana
(free) online version is available here