If you are like me you probably view most books as being much too simple to really learn anything useful from because publishers are always trying to dumb them down to reach a broader audience. If you are like me, these two are probably some of the better books on the market because I think they are among the more advanced:
Build Your Own Wicked WordPress Themes
(source: mikeschinkel.com)
WordPress Plugin Development – Beginner’s Guide
(source: mikeschinkel.com)
Of course the books recommended by the others have their merits so, unless the cost of these books is significant to you I’d recommend grabbing them all and seeing what you can learn! Of course be sure to come back here to ask question about anything that’s unclear or that that you have to take to a much great depth!