Jon Ronson begins his wry exploration of the U.S. military's obsession with the paranormal (The Men Who Stare at Goats) by warning readers, ''This is a true story.'' And for good reason. The author quickly delves into a world populated with psychic supersoldiers, goat/spider hybrids, and other imagination-stretching characters more at home in an episode of The X-Files than in our intelligence agencies. (Most memorably, Major General Albert Stubblebine III, the U.S. Army's chief of intelligence from 1981 to '84, ''is confounded by his continual failure to walk through his wall.'') In addition to fingering government-sanctioned quackery, Ronson chillingly explains how such experiments have evolved into methods of psychological torture, used most recently on Iraqi detainees, leaving readers less amused than ill at ease.