>Are there any really heavy duty SQL Server books on SQL that you could recommend. I need something that will explain constructing very complicated queries.. theory and things like that. I haven't come across a book that really gets into it.

I would recommend Joe Celko's SQL for Smarties: Advanced SQL Programming http://www.amazon.com/Joe-Celkos-SQL-Smarties-Programming/dp/0123693799/ref=pd_lpo_k2_dp_k2a_3_txt/002-0350974-4600063