I have a whole bookshelf on SQL Server, Oracle, and the SQL language. Of all the books on SQL Server I have, the absolute best two books I've seen (and still refer back to):
SQL Server 2000 Fast Answers for DBAs and Developers by Joseph Sack.
(I keep hoping he will do another volume for 2005; but much of this book still applies)
SQL Server 2000 Bible by Paul Nielsen is the 2nd most often referred to book in my SQL Server collection. I purchased the 2005 version as well, but was disappointed in it compared to the 2000 version.
If I cannot find it (easily) in BOL, I still refer to these two tomes more than any other.
Regards
Randy V.