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Essential Books for the Windows C++ Developer
By an Amazon.com customer
Programming Windows®, Fifth Edition (Microsoft Programming Series)Programming Windows®, Fifth Edition (Microsoft Programming Series) by Charles Petzold
Buy new: $37.79 / Used from: $9.98
Charles Petzold's classic on programming directly to the Win32 API.
Code Complete: A Practical Handbook of Software ConstructionCode Complete: A Practical Handbook of Software Construction by Steve McConnell
Buy new: $31.49 / Used from: $31.39
A great read on the best practices you should adopt for software development processes.
Applied Cryptography: Protocols, Algorithms, and Source Code in C, Second EditionApplied Cryptography: Protocols, Algorithms, and Source Code in C, Second Edition by Bruce Schneier
Buy new: $30.32 / Used from: $12.50
Not directly intended for Windows developers, but probably the best book to learn the art of Cryptography.
Programming Applications for Microsoft Windows (Dv-Mps General)Programming Applications for Microsoft Windows (Dv-Mps General) by Jeffrey Richter
Buy used from: $12.00
Probably the book to get once you've mastered the basics of the Win32 API, this book covers the more advanced features of Win32 such as Unicode, threads, synchronisation, memory management etc.
Programming Server-Side Applications for Microsoft Windows 2000 (Dv-Mps Programming)Programming Server-Side Applications for Microsoft Windows 2000 (Dv-Mps Programming) by Jeffrey Richter
Buy used from: $19.63
Another book from the guru Jeffrey Richter, this delves into the area of server side development for Windows. If you are developing an NT service, then this is a must read
Microsoft Windows Internals (4th Edition): Microsoft Windows Server 2003, Windows XP, and Windows 2000Microsoft Windows Internals (4th Edition): Microsoft Windows Server 2003, Windows XP, and Windows 2000 by Mark E. Russinovich
Buy new: $37.79 / Used from: $16.40
Uncover what is underneath the Win32 API and how Windows operates. This book delves into the Windows Kernel.
Windows Telephony Programming: A Developer's Guide to TAPIWindows Telephony Programming: A Developer's Guide to TAPI by Chris Sells
Buy new: $36.49 / Used from: $3.41
A great primer on the complicated area of TAPI. I've used the code from this book in a number of projects.
Windows ++: Writing Reusable Windows Code in C++ (The Andrew Schulman Programming Series)Windows ++: Writing Reusable Windows Code in C++ (The Andrew Schulman Programming Series) by Paul Dilascia
Buy used from: $1.04
A great book from another Windows guru on how you go about encapsulating the Windows API using C++. It's a great companion read to people already familiar with MFC
Professional Mfc With Visual C++5Professional Mfc With Visual C++5 by Mike Blaszczak
Buy used from: $0.53
Probably the first good book on MFC, quite old now, but still very applicable to todays MFC developer.
Programming Windows  with MFC, Second EditionProgramming Windows with MFC, Second Edition by Jeff Prosise
Buy used from: $10.00
Another book on MFC from Jeff Prosise, With this book and the Mike Blaszczak book, you should be able to get up to speed in MFC fairly quickly.
MFC Internals: Inside the Microsoft(c) Foundation Class ArchitectureMFC Internals: Inside the Microsoft(c) Foundation Class Architecture by George Shepherd
Buy new: $43.86 / Used from: $0.79
Once you have mastered the basics of MFC, take it to the next level with this book.
Extending MFC Applications with the .NET FrameworkExtending MFC Applications with the .NET Framework by Tom Archer
Buy used from: $999.99
Shows you how to integrate with .NET from the comfort of MFC.
Essential COMEssential COM by Don Box
Buy new: $38.49 / Used from: $2.96
The "bible" for all your COM questions.
ATL Internals: Working with ATL 8 (2nd Edition)ATL Internals: Working with ATL 8 (2nd Edition) by Christopher Tavares
Buy new: $44.02 / Used from: $37.61
Has been updated to cover ATL shipped with VS 2005, this is the definitive read for ATL developers.
ATL Server: High Performance C++ on .NETATL Server: High Performance C++ on .NET by Pranish Kumar
Buy used from: $2.47
Another pretty good book for the ATL developer. This covers, IMHO the under documented ATL Server classes.
OLE DB Consumer Templates: A Programmer's GuideOLE DB Consumer Templates: A Programmer's Guide by Pierre Nallet
Buy new: $30.36 / Used from: $10.68
One of the few books which covers the ATL classes which wrap OLE DB. OLE DB is probably the database API of choice for native mode developers.
Parallel Port Complete: Programming, Interfacing, & Using the PC's Parallel Printer PortParallel Port Complete: Programming, Interfacing, & Using the PC's Parallel Printer Port by Jan Axelson
Buy new: $22.85 / Used from: $19.99
If you need to develop an application which uses the PC's parallel port, then this book shows you how.
USB Complete: Everything You Need to Develop Custom USB Peripherals (Complete Guides series)USB Complete: Everything You Need to Develop Custom USB Peripherals (Complete Guides series) by Jan Axelson
Buy used from: $17.92
This follow up book from Parallel Port Complete looks at how your program code can talk to USB devices.
Inside Mapi (Microsoft Programming Series)Inside Mapi (Microsoft Programming Series) by Irving De LA Cruz
Buy used from: $5.43
If you need to dive into the world of MAPI, then this is the book. Hard to find now, but essential when you need to understand how to integrate with the likes of MS Outlook.
Debugging Applications: Microsoft (Dv-Mps Programming)Debugging Applications: Microsoft (Dv-Mps Programming) by John Robbins
Buy used from: $0.91
A very practical book from the "Bugslayer" himself on how to fix the bugs which inevitably arise in your code.
Rootkits: Subverting the Windows KernelRootkits: Subverting the Windows Kernel by Greg Hoglund
Buy new: $37.79 / Used from: $20.00
If you'd like to know how the dark side of the developer community subvert Windows, then this is a great read.
Super SQL Server Systems: Turbocharge Database Performance with C++ External Procedures (It in-Focus)Super SQL Server Systems: Turbocharge Database Performance with C++ External Procedures (It in-Focus) by Joseph Gama
Buy new: $43.55 / Used from: $26.50
My own humble addition to this hallowed list. It shows you how to use C/C++ to write plugins for SQL Server 2000/2005.