Kobler's is the definitive Capone biography.
You should also get "Little Man - Meyer Lansky and the Gangster Life" by Robert Lacey, which is just about the best gangster bio extant. Also, Anthony DiStefano's "King of the Godfathers," another excellent bio, about Joe Massino. I'd recommend Joe Bonanno's autobiography, "A Man of Honor." Take it with about a pound of salt, but it's got good stuff on the Castellemmarese War and the Commission.