The Beckoners by Carrie Mac is a really great, kind of terrifying book about bullying.
The Chocolate War by Robert Cormier is an oldie but a goodie, dealing with bullying.
You know how those giant monsters in old science fiction movies always ended up being a regular old lizard or turtle that was hit with a radioactive beam? Well that is how Lord of the Flies by William Golding is to books about bullying. It takes the idea that, if given the opportunity, most little boys become savage killers. And any of you with little brothers will heartily agree. And may I point out that you are going to have to read this to get through high school. If you read it on your own time - you will seem very, very smart when your English teacher eventually gets around to assigning it to the class.
As far as books on the effects of anti-semitism, you can't beat The Diary of Anne Frank. I personally love the idea of reading someone else's private journal, and Anne is a funny, smart sarcastic friend. When you finish the story of how she and her family lived and you realize what happened to her, it is like a punch in the gut.
There is a new non-fiction book that is one of this year's Newbery Honor Books called Hitler Youth: Growing Up in Hitler's Shadow by Susan Bartoletti, that is really good. It has stories from all sorts of teenagers from the holocaust - both victims, perpetrators and the people who could have remained quiet and survived just fine, but chose to stand up for what was right. I am trying to make it sound as good as it is, just trust me. it's not boring at all!
Finally, The Chicago Public Library has a great booklist on Holocaust related books that you might find interesting.