Since coming back to Christ and making a decision to get serious about my sexual integrity, I've done a great deal of study on sexual sin and how to overcome it. Below, I've listed the books that have been the most helpful to me and I would encourage you to get your hands on as many as your budget allows.
Sex, Men and God: A Godly Man's Roadmap to Sexual Success by Douglas Weiss
The Bondage Breaker by Neil T. Anderson
Overcoming Addictive Behavior (Victory Over the Darkness) by Neil T. Anderson
Sex Is Not the Problem (Lust Is): Sexual Purity in a Lust-Saturated World by Joshua Harris
Every Man's Battle by Stephen Arterburn, Fred Stoeker, and Mike Yorkey
At The Altar of Sexual Idolatry by Steve Gallagher
Strength in Weakness by Andrew Comiskey
The Dirty Little Secret: Uncovering the Truth Behind Porn by Craig Gross