There are several good books mentioned here, so I'll jump forward in time a little.

I know it's very outside what I do now, but Hardcore Visual Basic by Bruce McKinney taught me to never settle for the limitations imposed by a language.  If the language doesn't do what you need, figure it out, write it and use it.

I also enjoyed the SQL Server Deep Dive books, SQL Server 2012 Internals by Kalen Delaney and Window Functions by Itzik Ben-Gan.