Well, I am still quite new to programming, only 2 years of experience from college in VB and C++. I have been learning C# along the way also, and have been using XNA since 1.0 Refresh days. Here are the books I have, in no particular order, with a few comments/opinions from someone still new to programming:
Professional XNA Programming by Benjamin Nitschke: The first XNA book I bought. While it is probably a very valuable resource, for me (again this is a new programmer perspective) it was way over my head after the first few chapters (mainly because of using Agile Methodology and Unit Testing to create the games, something that was totally new to me with this book, and even after reading quite a bit about it, I would say I am still very uncomfortable with it).
Learn Programming Now XNA Game Studio 2.0 by Rob Miles: Very great introduction (again for noobs like me) to programming in C# and XNA.
Essential XNA Game Studio 2.0 Programming by Jim Perry and Allen Sherrod: Another great book in my opinion. I do not know that I would recommend it for a total beginner, but after I gained some knowledge and fundamental steps into XNA and C#, this book started to turn into my reference manual when I did not understand something.
Building XNA 2.0 Games by James Silva and John Sedlak: Have not completely read the book as of yet. I have gone through sporadically and read chapters that had information I was looking for. From the point of view of a developer and the steps taken to create his game, I find it a great read for myself. Would I recommend it? That would be a resounding yes, if you only read it for the tools developed (which was quite a good resource to read about) for the game, it is worth it.
XNA 2.0 Game Programming Recipes by Riemer Grootjans: Another I have only slightly started reading (still in the first 3 chapters). However, the very limited knowledge I now have of 3D game development, alot of that was solidified by using some of these recipes and his (Riemer's) tutorials online.
Visual C# 2008 Step by Step by John Sharp: Great book for learning C#.
Code Complete 2 by Steve McConnell: I will just quote what I read quite a bit about online in reference to this book, "A must have for software developers." Even though I am somewhat new to programming, the knowledge gained from reading about planning and refactoring was invaluable.
Those are a few of the books in my library that I though I should recommend to anyone on this site. Again, my comments are from someone still relatively new to programming and game development, so even though all of the books are probably worth their weight in educational value, I thought I would share my thoughts from a noob perspective.