I work in software and I have an amateur interest in mathematics, and from what I can tell many theoretical mathematicians don't have much use for computers because of the domains they work in. In order for a mathematician to utilize a computer, the problem must either be something that requires a lot of computation or is already formalized enough for a proof assistant or theorem prover to attack.
If you need one closed form solution to an easy differential equation, just using the stuff you learned in calculus is easier than figuring out how to use software that does integration for you, much as you wouldn't turn to a calculator to multiply six times nine. Computers can be useful for areas of mathematics where you need to come up with lots of closed form solutions (computer algebra systems) numerical integration or integral transforms, or running other intensive computing tasks in other domains like computing the class number (or other properties) for a large number of number fields.
Many of these problems are tedious and not particularly interesting to theorists, even if they're quite useful for applied math; Further, solving the problem often requires writing software to do it, given theorists often work in unexplored areas. For theorists, you often want to prove a statement of some sort, and that requires a proof assistant of some sort; While they can be useful, the foundations for most graduate level mathematics aren't formalized in first order logic, and where they are they're usually inaccessibly unwieldy compared to more informal reasoning.
Further complicating the picture is the traditional method of formalizing mathematics is built on the foundation of set theory in first order logic, which is often incompatible (or at least unwieldy) with metamathimatical reasoning about categories, nonstandard models, and other foundational issues. So if mathematicians who worked in this field tried to use computers, they'd spend more time writing software and formalizing existing math than doing new work.
As an example, very little of Wiles proof has been formalized in a form that can be verified by mechanized reasoning, because most of the branches of mathematics that it rests on have yet to be formalized. This may change in coming decades, as theorem provers and proof assistants get more advanced, but for the time being computers are useful for the most mature, formalized areas of mathematics that is largely the domain of physics and applied math.
George Polya's How to Solve It immediately comes to mind. I know many now fantastic pre-mathematicians who learned calculus and the basics of analysis from Spivak's Calculus and even if you know the material to go back and do it again in a formal way is very healthy. In addition Proofs from THE BOOK was mentioned above and was recommended to me by Ngo Bao Chao when I asked about books to study problem-solving techniques from. I don't mean to come off as name-dropping but I feel that (as he is a fields medalist) his advice is worth heeding. I, personally, really liked it.
However I have to make note that I think if you'd phrased your question as "should I read a book about proofs to learn proofs" my response would be an emphatic no. In my experience if you don't see proofs by doing some fun mathematics you will not get much better about doing them yourself. Just reading about how to prove things can only get you so far before you're sort of stumped as to how to proceed. I would say the better approach is to find a rigorous treatment of a subject that you're very interested in, and read that, following along with the proofs of the theorems in the book and eventually trying to do them yourself without looking at the proofs given.
Best Answer
What is mathematics? One answer is that mathematics is a collection of definitions, theorems, and proofs of them. But the more realistic answer is that mathematics is what mathematicians do. (And partly, that's a social activity.) Progress in mathematics consists of advancing human understanding of mathematics.
What is a proof for? Often we pretend that the reason for a proof is so that we can be sure that the result is true. But actually what mathematicians are looking for is understanding.
I encourage everyone to read the article On Proof and Progress in Mathematics by the Fields Medalist William Thurston. He says (on page 2):
Some people may claim that there is doubt about a proof when it has been proved by a computer, but I think human proofs have more room for error. The real issue is that (long) computer proofs (as opposed to, something simple like checking a numerical value by calculator) are hard to keep in your head.
Compare these quotes from Gian-Carlo Rota's Indiscrete Thoughts, where he describes the mathematicians' quest for understanding:
In my opinion, there is nothing wrong with, or doubtful about, a proof that relies on computer. However, such a proof is in the intermediate stage described above, that has not yet been rendered trivial enough to be held in a mathematician's head, and thus the theorem being proved is to be considered still work in progress.