here are some of the ones I consider indispensible (in no particular order):
Microsoft® Excel 2000 Power Programming with VBA by John Walkenbach
Microsoft Windows XP Professional Resource Kit, Third Edition by Charlie Russel
Microsoft Windows Command-Line Administrator's Pocket Consultant by William R. Stanek
Microsoft Windows Internals, Fourth Edition: Microsoft Windows Server 2003, Windows XP, and Windows 2000 by Mark E. Russinovich, David A. Solomon