A Glory of Unicorns Compiled and Edited by Bruce Coville
Rampant by Diana Peterfreund
Split Infinity by Piers Anthony
The Unicorn Chronicles by Bruce Coville
  • Song of the Wanderer
  • Into the Land of the Unicorns
  • Dark Whispers
  • The Last Hunt
Black Unicorn By Tanith Lee
Dark Lord of Derkholm by Diana Wynne Jones
Dealing with Dragons series by Patricia Wrede
Elidor, By Alan Garner, Has A Unicorn
Eragon by Chris Paolini
Gold Unicorn By Tanith Lee
Immortals_ series (Wild Magic, Wolf-Speaker etc.) by Tamora Pierce includes a dragon, as well as other mythical creatures.
Into The Land Of The Unicorns By Bruce Coville.
Red Unicorn By Tanith Lee
The Divide by Elizabeth Kay
The Forgotten Beasts of Eld by Patricia McKillip.
The Harry Potter books include a centaur--and a unicorn in the first book.
The Last Unicorn by Peter S. Beagle
The Road To Balinar By Mary Stanton.
The Shadowed Unicorn From Front Street/Cricket Books By Sheila Kelly Welch
Wish Upon A Unicorn By Vicki Blum.
Xanth series by Piers Anthony--one is called Centaur Aisle.
Year of the Griffon by Diana Wynne Jones
Zombies vs Unicornsedited by Holly Black and Justine Larbalestier

Websites:
The Unicorn Library
Unicorns from ATN Reading Lists