I have:
U2 By U2 (paperback edition, when I get a bigger apartment with more shelf space, I'll get the coffee table tome)
Walk On
U2 and Philosophy: How to Decipher an Atomic Band (from Open Court's Pop Culture and Philosophy series)
One Step Closer: Why U2 Matters to Those Seeking God
And last but not least, a little book on U2 by Kenneth McIntosh from a series called Popular Rock Superstars of Yesterday and Today, which was the first U2 book I ever read, that taught me all the band member's names and what they looked like, and cemented my love for U2 despite all the pain so many people gave me for it.