Haven't read Going Native yet, but Dream Catchers is a good read.
BTW--I think Basso's Wisdom Sits in Places has been mentioned, but I also love his Portraits of "the Whiteman:" Linguistic Play and Cultural Symbols Among the Western Apache. It's a bit of a dry read for non-academics, maybe, but it does a throughly wonderful job of pointing up the gaffes Whites make when we try to interact with Western Apaches, why they're gaffes, how the Apaches react, and what more respectful behavior might look like. How much of this holds true for other nations I don't know, but I'm sure some of it does. The cartoons are hilarious too.
These interactions not quite the subject of the book, but it addresses them brilliantly. It's an enlightening, funny, and slightly mortifying read.