This forum is and will be useless (except for the news section and our sacrosant Audiofile, may Baal bless it) unless posters can answer strictly on topic instead of wasting everyone's time. Most of what I see named here isn't classic, and unless *I* am misinterpreting the OP (which in this case it would be an innocent mistake on my part), he asked for non-fiction only.
Anyways, if you (the OP) dig the ANUS worldview, start with their most obvious selections:
- The Meditations, by Marcus Aurelius
- The Iliad, by Homer Simpson
- The Bhagavad Gita, by a certain hindu wise man, or several of them (albeit you will probably need a commentary for this one, since it's complex and may be uncomprehensible for you - on that, check the "ANUS book list" topic)
Don't go with "the Republic" (Plato) yet. Start simple.
Nietzsche is nice for newbies, too. Start with "the Antichrist", then "Beyond Good and Evil".
Schopenhauer is great, also. His philosophy is the most complete system made in recent memory, for which even Nietzsche's is but an appendix (albeit an important one), but it could be too mindboggling if you're newly initiated in the paths of philosophy. It's better to start with his popular essays, which dealt with more familiar, everyday topics, and are written in a simpler, yet tremendously enjoyable style. In Gutenberg.org you should find a comprehensible collection of his essays. Go for "The Wisdom of Life" (essential) and "Studies in Pessimism".
Don't let the title of the last one misleads you into thinking that this will be food for depression, for Arthur was a jolly fellow at bottom (deep, deep bottom), and his almost naive way of saying in the most direct, non-affected manner possible what most people would rather die than hear about, is very charming and very metal, too.
On the other hand, If you're interested in writing, go for his "the Art of Literature" (also on gutenberg.org) - and also on this topic I should add Johann Peter Eckermann's "Conversations with Goethe", which is a fountain of wisdom in literature and the everyday life.
Hope that serves you.
EDIT: and please, please, for the sake of your mental health, avoid, for the meantime, ANY book on the topic of National Socialism, specially esoteric stuff like Savitri Devi's, Miguel Serrano and others. Evola may be the best on the topic (although his worldview wasn't confined strictly into NS), but I'd leave his works for a later time. Believe me on this, I'm talking from experience...I made the mistake of reading Serrano when I wasn't quite matured on the ways of the world, and it proved to be very perjudicial.