If you are new then the books by Itzik Ben-gan are very good, the previously mentioned book, as well as Inside Microsoft® SQL Server® 2008: T-SQL Querying which can be found here http://www.amazon.co.uk/Inside-Microsoft%C2%AE-SQL-Server%C2%AE-2008/dp/0735626030

for more advanced topics then look for books by Grant Fritchey who is also a regular on these boards.

Finally simply come back to SSC and ask on the boards there are always a number of people willing to help and offer solutions. Just remember to follow posting rules, to get optimal help.