This is a great little video from the Sante Fe Institute -- the home of Complexity Science -- that helps capture what it is and why I'm so passionate about it.
Some of the best books on the topic I've come across so far:
Scale - The Universal Laws of Growth, Innovation, Sustainability, and the Pace of Life in Organisms, Cities, Economies, and Companies
by Geoffrey West
Origins of Wealth (a must-read for anyone interested in economics)
by Eric Beinhocker
Complexity and the Arrow of Time