Mathematics: Form and Function by Saunders Mac Lane. This is one of my favorite books concerning the "build-up" of mathematics (it also contains nice diagrams of "relatedness" of subjects). On HN somebody once recommended Mathematics: Its contents, methods, and meaning (from Russian mathematicians in the 50s) which is similar but without the cross references.
Proofs and Refutations by Imre Lakatos. I have started reading this only recently and have to say that I find the approach and idea excellent. It would be great if we had something comparable for CS theory as well.
Notes on Introductory Combinatorics by Polya, Tarjan, and Woods. Have not read this exhaustively, but the introduction with Pascal's triangle and some of Polya' legendary problem solving insights (paraphrased from my memory: "you are on to something once you find a pattern") are definitely highlights in this book.
Mathematical Discovery: On Understanding, Learning and Teaching Problem Solving by George Polya. Based on the previous book and my fond memories of reading "How to Solve it", I got this one from the library. Again I can't attest for all of the contents, but AFAICT now it's another gem from Polya.
From HN advice in previous years I read The Tibetan Book on Living and Dying, which I can heartily recommend, too. It is an anti-thesis to Christian theology and I find it to contain many insightful comments and different views on leading a good, meaningful life. I disagree with some of the church-y comments on that it really is important to have a master and that only the master can do certain things, but that's probably just me being an atheist all along.
I actually read some other books, but the list is already kind of long and might hold interesting pointers for other mathematically inclined readers, too. I for one am always fascinated on how much advice on problem solving in mathematics translates to CS.