Larry Smithmier: C# For You (with a side of SQL)

Microsoft Windows Internals by Mark E. Russinovich and David A. Solomon
You can be a good Windows programmer without knowing what is going on under the covers, but you can never be a great one. Without understanding the environment your programs run in, you will never be able to anticipate the way someone who does can. I love the way this book is layed out. You begin with an overview that forshadows the depths found in the latter chapters. This book will help you move from the small pond out back into the larger lakes and streams that the better professionals frequent. It also gives you the tools and knowledge necessary to chart the deeper regions off of the contental shelf.

Inside Microsoft SQL Server 2005: T-SQL Querying by Itzik Ben-Gan
This book takes you through Query Tuning, out the other side to exactly why this way is faster than that. He also helps you build up a set of tools and techniques to get to information at a lower, more accurate level than what is available using the GUI Profiler. This is not a book to teach you how to write better SQL. This is a book that helps you understand why some SQL is better than others. If your current SQL is like bass fishing with a plastic worm, a rod, and a reel; this book will help you move your SQL game up to the Bass-Masters tournament level, with the Ranger boat and 15 different color worms in 7 different shapes with 5 different hooking patterns.

The Guru’s Guide to SQL Server Architecture and Internals by Ken Henderson
This does for Microsoft SQL Server what the Windows Internals book does for Windows. This book explains how the envrionment that MSSQL is running in changes how you optimize the database environment to meet your performance goals. It is sort of like saying that you need to know if you are going to be sailing on fresh or salt water before you design the boat that you will be sailing on. For 99.5% of the people dealing with databases, the information in this book will be severe overkill. But, if you are the type of person who needs to know why something behaves the way it does, this is the book for you.