 | LaTeX: A Document Preparation System (2nd Edition) by Leslie Lamport
Buy new: $33.86 / Used from: $13.61 This is Lamport's reference. He wrote the original LaTeX macros. While this isn't the best reference of those currently available, it's still a good read and a decent introduction to the system. I refer to this text first, then move on if I don't find what I'm looking for.
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 | The LaTeX Companion (Tools and Techniques for Computer Typesetting) by Frank Mittelbach
Buy new: $54.59 / Used from: $32.15 This is my second principal reference when working with LaTeX. If I don't find what I need in Lamport, then I turn here next. This book must be on your shelf if you're serious about LaTeX and typesetting.
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 | Math Into LaTeX by George Grätzer
Buy used from: $14.87 If you want to typeset mathematics, then this book is useful. Gratzer provides recipes for typesetting formulae into beautiful equations. This is what Knuth intended for the system.
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