I am going to run afoul of the common thinking...but this is one of the reasons I really value my liberal arts degree. I was exposed to a wide variety of disciplines and forced to spend time digesting them. You can certainly walk yourself through a philosophy of ethics class but a lot of the value was having the professor walk us through things, guide the resulting discussion and ensure a certain level of rigour.

My favorite philosophy reading was Plato's Republic.

Text: http://classics.mit.edu/Plato/republic.html

Discussion of politics and ethics: http://plato.stanford.edu/entries/plato-ethics-politics/

Plato generally: http://plato.stanford.edu/entries/plato/

The last two links are from the Stanford Encyclopedia of Philosophy. I highly recommend it if you are interested in philosophy. http://plato.stanford.edu/