I first learned about Schackleton and the other Antarctic explorers by reading a fiction book, Antarctica by Kim Stanley Robinson. He writes amazing descriptions of the Antarctic landscape, and one can't help picking up some history of the explorers by reading his book. From there I picked up Alfred Lansing's Endurance Shackleton's Incredible Voyage. I didn't like the modern movie documentary nearly as much as the actual movies and stills taken by Frank Hurley.
Right now I am slowly making my way through Apsley Cherry-Garrard's account of the Scott expedition, The Worst Journey in the World. What an amazing book!
I have some other books on seafaring and exploration in my reading pile (longitude, &c.) but they have been pre-empted for a while by other topics.
looking forward to reading the posts here (though I probably will not have as much time as I'd like to keep up)