The first SQL book I recommend is SQL Performance Tuning by Peter Gulutzan and Trudy Pelzer. It provides a treasure trove of tips for improving SQL performance on all of the major DBMSs. This book does not teach SQL syntax, but instead helps the reader to understand the differences between eight DBMSs, including Oracle, DB2, SQL Server, Sybase ASE, MySQL, Informix, Ingres, and even InterBase. Throughout this book the authors present and test techniques for improving SQL performance, and grade the technique for its usefulness on each of the major DBMSs. If you deal with heterogeneous database implementations this book will be a great assistance, whether you are a programmer, consultant, DBA, or technical end user. The contents of this book can help you to decide which tuning techniques will work for which DBMS.

My next SQL book recommendation is altogether different in purpose than the first. It is SQL in a Nutshell, 2^nd edition by Kevin Kline, Daniel Kline, and Brand Hunt. This book offers a great cross-platform syntax reference for SQL. It probably is not the easiest reference to use for finding the exact syntax for one particular DBMS; but it is absolutely the best reference for those who work with multiple DBMSs.  Be sure to get the second edition, which is more up-to-date and offers more depth than the skinny first edition.

The final SQL book recommendation is the latest edition of SQL for Smarties by the grand master of SQL, Joe Celko. Celko was a member of the ANSI SQL standards committee for ten years, and is highly qualified to write such a text.

Just published this past month, this book is completely revised and boasts over 800 pages of advanced SQL programming techniques. If you have one of the past two editions of this book, you owe it to yourself to get this newly revised third edition.

Joe also wrote an introductory SQL book titled SQL Programming Style (Morgan Kaufmann: ISBN 0-12-088797-5) that offers useful guidance on how to write standard SQL. If SQL for Smarties is too much for you, start off with SQL Programming Style.

An Introduction to Database Systems, 8th Edition by Chris Date belongs on every database professional’s bookshelf. If you work in the field of database management then it is likely that you are familiar with the writings of Mr. Date. He was a colleague of Ted Codd’s (the inventor of the relational model) and has been the top proponent and influencer of advances in relational database technology for years now.

This book is expensive, but worth every penny of its price. It will not teach you how to use existing commercial DBMS products, but it is the best book on the market for teaching the fundamentals of database management.

Too often IT professionals are pushed into using technology without a firm understanding of the fundamentals of the discipline. Date's book is the best out there if you want to delve deep into the trenches of database management systems to learn what is versus what should be.

If the previous book is too daunting, then you might want to try Date’s latest tome, Database In Depth: Relational Theory for Practitioners (O’Reilly: ISBN 0-596-10012-4).  In Date’s own words, “Database In Depth” explains the basic principles of relational theory in a way not tainted by the quirks and peculiarities of existing products. It is important that practitioners possess such fundamental knowledge in order to build practical database implementations.

This new book represents the latest thinking on the fundamental principles of relational database systems. The book is concise, and to the point. If Date’s other voluminous books intimidate you, this book’s 208 pages should be easier to handle.  An additional benefit of the book is the way that Date helps to dispel many of the misconceptions held by folks about the relational model.

Up to this point we've focused mostly on the physical aspects of database systems. But it is a good idea to have a nice reference on database design and data modeling, too. There are a lot of books on this topic, too, but one of my favorites is Data Modeling Essentials, 3^rd edition by Graeme Simsion and Graham C. Witt.

This book provides a good, solid tutorial on data modeling from two of the foremost experts on the topic. It is useful for all levels (beginner to expert) of data modeling expertise.

Larry English is a leading international expert in the field of information and data warehouse quality. He is a columnist for Data Management Review and he chairs Information Quality Conferences held around the world.
 

If you are looking for real world case studies in the value of data warehousing - as well as useful guidelines for implementing your own data warehouses - then look no further than Kimball's excellent book, The Data Warehouse Toolkit.

Kimball's other useful books on data warehousing include The Data Warehouse Lifecycle Toolkit and The Data Warehouse ETL Toolkit - both are also recommended as follow-ons to this book.

Of course, I did write the book, so here is a link to some other information on the book, including links to third party reviews.