 <p>For Microsoft SQL, I'd recommend the books by Kalen Delaney (et al) called "Inside SQL Server". They offer a good insight into the internals of SQL Server, thus allowing readers to educate themselves on why particular statements might be faster than others.</p> <p><a href="http://rads.stackoverflow.com/amzn/click/0735605173" rel="nofollow">Inside SQL Server 7.0</a> <br /> <a href="http://rads.stackoverflow.com/amzn/click/0735609985" rel="nofollow">Inside SQL Server 2000</a> <br /> <a href="http://rads.stackoverflow.com/amzn/click/0735621969" rel="nofollow">Inside Microsoft SQL Server 2005</a> <br /> <a href="http://rads.stackoverflow.com/amzn/click/0735626243" rel="nofollow">Microsoft SQL Server 2008 Internals</a> <br /></p> <p>There's also a book dedicated to performance tuning of SQL Server 2008 queries: <a href="http://rads.stackoverflow.com/amzn/click/1430219025" rel="nofollow">SQL Server Performance Tuning Distilled</a> <br /></p> <p>I also like the blogs by Paul Randal and Kimberly Tripp on SQLSkills.com. They are full of solid SQL advice:</p> <p><a href="http://www.sqlskills.com/blogs/paul/" rel="nofollow">Paul's blog</a> <br /> <a href="http://www.sqlskills.com/blogs/kimberly/" rel="nofollow">Kimberly's blog</a> <br /></p>