Every now and then someone asks me how to set up a blog...
Andy Wibbels' book Blogwild! How Everyone Can Go Blogging is how I got started. It is clear and to the point and very practical. Wibbels doesn't take anything for granted. This is book is a model of clarity. I followed his recommendation to use a Typepad blog and haven't looked back. Wibbels gives you the basics of blogging in 180 pages.
Another book I've found interesting is Bob Walsh's Clear Blogging. This ranges more widely and includes interviews with Seth Godin and others. It gives many tips for generating content, readership and income too.
There is plenty of useful information on this blog: Blogging Tips for Beginners
I'd be really interested to hear about other books that bloggers have found useful.