Joe Celko's SQL for Smarties:

SQL for Smarties was hailed as the first book devoted explicitly to the advanced techniques needed to transform an experienced SQL programmer into an expert. Now, 10 years later and in the third edition, this classic still reigns supreme as the book written by an SQL master that teaches future SQL masters. These are not just tips and techniques; Joe also offers the best solutions to old and new challenges and conveys the way you need to think in order to get the most out of SQL programming efforts for both correctness and performance. In the third edition, Joe features new examples and updates to SQL-99, expanded sections of Query techniques, and a new section on schema design, with the same war-story teaching style that made the first and second editions of this book classics.