Windows Game Programming for Dummies
I found the two Inside books to be very helpful with my intro to DirectX programming. The "For Dummies" book helped fill in a couple of voids that Inside DirectX had and it had a more 'gaming' feel...as one would expect. For example, For Dummies talks about rendering loops for game play but Inside DirectX doesn't. Because of the complexity of 3D, Inside Direct3D covers this in its own book.
I'm still relatively new to DirectX programming, but learning all the time. I've learnt many things and will have many hurdles yet to come. My next step is textures :)