Since the questions being asked — Are monkeys self-conscious? Do they have emotions? — are not only difficult to answer but use terms which are themselves contentious, methodological issues are critical. Cheney and Seyfarth eschew an explicitly behaviourist approach, but are very careful when interpreting anecdotal evidence of monkey behaviour. They are also conservative in their claims for monkey intentionality, with the result that what they do claim seems convincing.
How Monkeys See the World begins with a study of vervet monkeys — their ecology, social hierarchy, behaviour, and vocalisations. This is then used to look more generally at such behaviours as deception and attribution, and the ways these can provide insights into monkeys' mental processes. The conclusion the authors draw is that monkeys have at least first order intentionality — they have emotions, mental states, and so forth — and a very good understanding of monkey behaviour. Vervet vocalisations do have meaning and form a rudimentary "language". However there is no clear evidence that monkeys know that other monkeys have mental states, or that they have self-awareness. The evidence for this kind of second-order intentionality is most convincing (but still equivocal) for chimpanzees, and there seem to be qualitative differences between monkeys and apes.
Also, intelligence in primates is domain specific — restricted to certain areas of application and not generally accessible. Social problems are often more adeptly solved than non-social ones, and it seems likely that a major selective force acting in the evolution of human intelligence was the need to understand and organise social interactions. The ideas presented have interesting consequences for the origins of human language.
How Monkeys See the World is a book anyone interested in cognitive psychology, human evolution, linguistics or ethology — or even just monkeys! — will want to read. A minor complaint is that all references to evolution seem to assume a fairly naive adaptionist viewpoint (but then maybe I've just been reading too much Stephen Jay Gould).