Donald E. Knuth, pub. Addison Wesley, ISBN: 0-201-13448-9
  
  The book;  the definitive guide to the use of TeX
    , written by the
  system's creator.  
  
  "This manual is intended for people who have never used TeX
   
  before, as well as experienced hackers.  In other words, it's supposed
  to be a panacea that satisfies everybody, at the risk of satisfying nobody.
  Everything you need to know about TeX
   is explained here somewhere, and 
  so are a lot of things that most users don't care about."
  
  Hard work, but ultimately rewarding.  Not for the faint hearted.
  Raymond Seroul and Silvio Levy, pub. Springer-Verlag, ISBN: 0-387-97562-4
  
  "A friendly introduction to TeX
    .  It is addressed primarily to
        beginners, but it contains much information that will be useful to 
        aspiring TeX
   wizards.
  "
  Stephan von Bechtolsheim, pub. Springer-Verlag, 
  ISBN: 0-387-97595-0, 0-387-97596-0, 0-387-97597-0, 0-387-97598-0, or
        0-387-97296-X,
  for Volumes I, II, III and IV, respectively, or the set.
  
  If you really want to learn TeX
   thoroughly, this is the book for
  you.  Everything is covered, covered in detail, explained well, and 
  illustrated with examples.  The draw back is that it comes in at 37.50
  pounds Sterling per volume, though buying the complete set gets you a
  discount.