I've got a small collection of SQL books (10 in total). Disclaimer: Some were given to me by their authors, some are to be given away at usergroup meetings.

These aren't 'beginner's guide to T-SQL' books, I go for the advanced internals-style books more than anything. About half of them I've read cover-to-cover, the rest I reference from time to time. I've learnt something from all of them. I'm not saying there's an earth-shattering revelation on every page. I wouldn't expect that. I'm also not saying that I don't sometimes question what the author says. When reading any book, one should always question what the author says.

Two that I've found particularly valuable are the last book of the Inside SQL Server series - Query Tuning and Optimisation, and SQL Server 2005 Practical troubleshooting.

The first I value because of the deep coverage of tracing, the query optimiser and the procedure cache. The second, edited by Ken Henderson and written by members of the SQL dev team and CSS, is awesome because of its walkthrough of technical problems that you hope to never personally encounter