Spin to Knit is really fabulous, especially if you're new to spinning AND you like to knit. It's the first book that had me wanting to knit with my own yarn.
(Most of the time, when I finish spinning something, I'm done with it. I'm sure it's some kind of neurosis on my part.)
If you like socks, the Twisted Sister Sock Workbook has a lot of stuff on spinning on a spindle for sockmaking, and has some faaaabulous stuff on dyeing your own fibers to spin, too.
Handspun Revolution is eye candy AND practical, if you want to make artyarns. It's probably best to know how to spin pretty well first, though -- you can't break the rules until you KNOW the rules.
The Alden Amos book, I think it's the Big Book of Handspinning, is HUGE. And in those pages are EVERY SINGLE THING you would EVER NEED TO KNOW. And the footnotes are often hilarious. It's pricey, but if you want to get really good, really fast, that's the one to invest in.
I heard a rumour that pippikneesocks might have a book coming out at some point. She's in the Spin To Knit book, as a patternmaker, etc., and is on knittyspin all the time. That's going to be one for the amazon wish list when/if the rumor proves true.