I use the two textbooks on Mathematica shown below regularly.
Mathematica Cookbook has a lot of good programming examples in science, engineering, finance, and music. It’s for someone knowledgeable about programming and the subject matter and should be considered more of a reference manual.
Mathematica Navigator is more like a Mathematica manual but has a lot of examples. The paperback version was written for Mathematica 6 but the book contains a CD-ROM that has a version of the book for Mathematica 6 and 7. These math books can be linked into the documentation center for quick and easy reference. My complaint is that the version 7 of the book only contains what’s new with version 7. You must search both versions to get all the examples on a search topic.