I use Zinn and the Art of Road Bike Maintainence. The thing I like most about it is that it gives you "exploded" views of every part you're working with, so you don't just see where a part goes, you can kind of figure out how it works. Step-by-step instructions are great if everything works, but when something doesn't work you need a way to figure out why it didn't.

One thing I haven't found a resource for is how to tell if two parts are going to play nice together. Like when I replaced my crankset, I saw that my bottom bracket needed to be replaced too. At that point, I broke down and took it to the LBS, where a mechanic looked the crank up in some book to figure out which bottom bracket I needed. Then later he told me my old front derailer wasn't really right for the new crank either. What is that magic book? I guess I should have asked him.