Front End Drupal: Designing, Theming, Scripting by Emma Hogbin and Konstantin Kafer is one of my favorite books on Drupal. It's written specifically for Drupal 6, but most of the concepts apply to Drupal 7 as well.
For Drupal theming, this is the go-to book. You'll learn how to create or modify any theme, how to override Drupal's core theming functions, and how to create amazing sites with JQuery. The JQuery section is especially helpful, with examples that spell out clearly how to use JQuery in your theme.