I have a book called Mary Thomas' Dictionery of Embroidery Stitches. The nice thing about it is that it seperates the stitches into chapters that tell you what the stitch is mainly used for. For instance, there are chapters called Outline Stitches, Border Stitches, Filling stitches, etc. The pictures are pretty clear as well and show samples of each of the stitches so you can see how they look doing curves and such.
Hope that helps a bit.