"Big Secrets" (and its sequel, "Bigger Secrets") are wonderful. The thing I like best about them is Poundstone's own honesty--he doesn't keep any secrets of his own. He tells you exactly _how_ he found out what he found out.
A Shriner may pledge that if he divulges the secrets of his order, he may incur "the penalty of having my eyeballs pierced to the center with a three-edged blade." But Poundstone discovered a Masonic supply house ("The Geo. Lauterer Corporation") that works by mail order and doesn't check ID, ordered a selection of titles, and tells us all of the inside skinny on IAOM and Tubal-Cain.
"Big Secrets" tells as much as Poundstone could find out about the secret formula for Coca-Cola and Kentucky Fried Chicken. It tells how the Rorschach test works and how to cheat on it. It tells several methods by which magicians saw a woman in two (you see, one of them is patented, so if you write the patent office and ask for patent #1,458,575...)
"Bigger Secrets" is equally good, maybe better. I think my favorite is his description of what the Rosicrucians are really like, but his explanation of how David Copperfield made the Statue of Liberty Vanish and his analysis of backward and "subliminal" messages in records and movies are also excellent.