Books...
For the basics, start with The Practical SQL Handbook by Bowman et al. It covers ANSI SQL very well. For books specific to SQL Server, you'll probably find that they're all roughly the same. Check out Richard Waymire's book. I haven't read it but I'm familiar with the author. You might want to check out the Unleashed book. It's another one that I haven't read but I do own the 6.5 version, which I'm very happy with.
For the advanced book you'll want to get ahold of Inside SQL Server 7.0 by Kalen Delaney.
Other sources: SQL Server Magazine and the whitepapers on Microsoft's website. Oh, and don't forget about this forum <g>.
-Mike