I managed to do it without dropping the word 'The' from the front as the original suggestion did (although that really does force you to leave out so many options) and I added the requirement that all the books had to be on my shelves. After all they couldn't really be a favourite book if I no longer had a copy. So I started with memory and then hit the shelves looking to see what could supplant the first, second or third title I thought of. Only one sort of cheat and that is X as strictly this is just an extract from Histories by Herodotus but it was published by Penguin as a separate title and made it to my shelves in that form
It's an interesting mix of books from childhood favourites (M and W) to recent(ish) discoveries (oddly I'd never read the Paddington books until 4 or 5 years ago), nothing too new after all I may go off it after a while
Others I first read whilst travelling in the place they are set (T and U) and they bring back fond memories when I read them again. The one cookbook (F) isn't really that at all as I have never produced anything directly from it but it is a book to randomly dip into and know there will be something interesting at any point.
A - An Evil Cradling - Brian Keenan
B - Brewers Dictionary of Phrase and Fable
C - Clouds of Witness - Dorothy L Sayers
D - Diaries - Alan Clark
E - Eight Men and a Duck - Nick Thorpe
F - Food in England - Dorothy Hartley
G - Good Omens - Terry Pratchett and Neil Gaiman
H - Homage to Catalonia - George Orwell
I - Into the Heart of Borneo - Redmond O'Hanlon
J - Jingo - Terry Pratchett
K - King Lear - William Shakespeare
L - Life on Air - David Attenborough
M - My Family and Other Animals - Gerald Durrell
N - Night Watch - Terry Pratchett
O - Othello - William Shakespeare
P - Paddington Helps Out - Michael Bond
Q - Queen Victoria - Lytton Strachey
R - Reaper Man - Terry Pratchett
S - Summer Lightning - PG Wodehouse
T - The Road to Oxiana - Robert Byron
U - Under The Frog - Tibor Fischer
V - Very Good Jeeves - P.G Wodehouse
W - Where's Wumpus - Elliston Trevor
X - Xerxes Invades Greece - Herodotus
Y - Yes Minister - Jonathan Lynn & Antony Jay
Z - Zoovet - David Taylor