Ellroy's memoir My Dark Places is my favorite book of his. I like his fiction, too, but sometimes it can be a little over the top.
Right now I'm reading Pen Men: Baseball's Greatest Bullpen Stories by the Men Who Brought the Game Relief (1992) by Bob Cairns. A really well-done oral history consisting mainly of relief pitchers (big names like Eck, Goose, Fingers, Face, Wilhelm as well as lesser-known guys) plus some catchers and managers (Tim McCarver, Smokey Burgess, Sparky Anderson, Whitey Herzog, etc.).