I bought a lot of books, read a lot of books, and was very reassured by the fact they disagreed with one another. I've basically muddled along doing what seems best but I have drawn some useful suggestions from some of the books and a couple of them were very useful at particular problem points.
Books I have recommended on here, IIRC, are:
The Fussy Baby Book -- not so much for its practical "what to do" side (there isn't much of that, as it basically tells you to trust your instincts and do whatever works for you) as for the enormous relief that comes with realising that while your baby may be different from all the other babies at your postnatal class there are other babies like him out there and it will all be OK in the end. Plus the advice to do what works for you, have the courage of your convictions and ignore people who want to fix what isn't broken bears repeating.
The Happiest Baby On The Block (the DVD rather than the book, though) -- which made a huge difference to me when DS was 8 weeks old, he would NOT nap during the day and I was at the end of my tether. That was actually when I joined Mumsnet and asked for advice; I got some very friendly and supportive feedback (which is why I'm still here) but none of it made such an immediate and obvious practical difference as trying the techniques in this DVD.
The No-Cry Sleep Solution -- because it's structured as a range of individual "you might try this" suggestions for particular problems rather than a "one size fits all" manual. And it's one of the few non-cc sleep-related books out there, so is worth recommending to someone who's anti-cc.
How To Talk So Kids Will Listen & Listen So Kids Will Talk and Raising Your Spirited Child -- just because I found them very good and thought-provoking reads (and conveniently very in tune with how I'd like to do things). And recommending them on a thread is easier for me and the recipient than if I were to launch into a multi-page summary of the ideas.