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I wouldn't even read them all. I doubt you'd ever need to. Look for the book which matches what you most want to learn about. You might try Creative Illustration, which might be his most general book, and also his most renowned. Keep in mind that it is specifically focused on the craft of illustration, not general art, despite some obvious overlap. Loomis was extremely conservative, and very opinionated. Everything he says is not gospel--far from it. Take from him what you can use.