This is my top 3 SQL server books.
They are not in any order. I use all 3 of them frequently
The Guru's Guide to Transact-SQL
by Ken Henderson
This is a fantastic book, Ken has done such a great job. I have bought this book in December 2001 after reading some reviews on Amazon'
I must tell you that it is much better than I would ever have expected.
There are so many cool things that I didn't know you could do in SQL Server, the chapter about undocumented things is a gem.
Ken will show you many ways to accomplish something and of course every example is better than the one before it
If you are a SQL Server Programmer then this book belongs in your library, it doesn't matter if you are a beginner or a MVP you will definitely learn something from this book
Another bonus is that all the source code is on a CD
Inside Microsoft SQL Server 2000
by Kalen Delaney
If you need to know about locking/blocking/deadlocks/performance then this is the book for you It goes into such detail and with great examples on how to find out what causes deadlocks and how to prevent them. For example using sp_lock2
The SQL server architecture part is a must read as well the chapter about cursors and large objects
Microsoft SQL Server 2000 Unleashed (2nd Edition)
by Ray Rankins, Paul Jensen, Paul Bertucci
This is a very good reference book about SQL Server it covers everything from programming to administration to OLAP. I keep it on my desk when I need to look up things (with the help of post-it notes)