Wow! Thanks for all the responses! I'm most definitely going to be checking out a LOT of these books.
I picked up a book on embroidery yesterday that is really nice and detailed. It's called "The Embroiderer's Handbook" by Margie Bauer. The book contains numerous photos for each stitch so that one can visually learn how to accomplish a large amount of stitches. The book also shows the reader how to apply beads, sequins, and rosettes.