The Mas-Colell et al. book recommended by jedishrfu is the standard graduate-level micro theory textbook. It is very good, but also very technical. If you main interest is in obtaining a more advanced understanding of the economic principles (rather than of the rigorous mathematical formulation of those principles) then I would recommend
"Microeconomic Theory: Basic Principles and Extensions" by Nicholson and Snyyder
or
"The Applied Theory of Price" by Donald N. McCloskey (this is out of print, but you should be able to find a used copy and it is an excellent, excellent book).
If you do want a graduate-level treatment, but find Mas-Colell et al. to be a little heavy-going then strandard alternatives are
"Microeconomic Analysis" by Varian,
“Advanced Microeconomic Theory” by Jehle and Reny
For game theory, I would go with a specialist book. I think the book "Game Theory" by Gibbons is excellent for this purpose.