I would probably start with the Turtle Rules - an ultra simple system that was used successfully in the olden days, as a good overview of the elements of a successful system.
Seconding Turtle Rules - I've just read it, and it's a good, quick, informative read. It's more a meta-strategy book in that it tells you how to approach building and running a system, rather than focusing on the system itself.
http://bigpicture.typepad.com/comments/files/turtlerules.pdf
Possibly of interest - http://www.amazon.com/Trading-Systems-That-Work-Evaluating/d...
MetaStock - system backtesting software - http://www.equis.com/