If you're looking to do SQL Server Programming, I would HIGHLY suggest the SQL Server Unleashed book. I've had one for version 7.0 and used it a ton...one of the best investments I've made for a book
http://www.amazon.com/gp/product/067232 ... oding=UTF8
If you're doing Oracle work, I'd recommend the PL/SQL Complete Reference book. Another very detailed book...
http://www.amazon.com/gp/product/007222 ... e&n=283155
If you're doing MySQL, the Core MySQL book has come in handy for me. But, I believe it's as of version 4.1 (book was written in Dec. 01). If you're looking for a 5.0 release, I'm not sure where to point you to:
http://www.amazon.com/gp/product/013066 ... e&n=283155
I know the SQL and Oracle books are a bit expensive, but they were very much worth it to me. Might want to check out half.com to see if someone's selling a used copy for cheap.
Hope that helps!