There are some great books from Packt publishing. These are about Drupal 6, the latest version of Drupal as of Feb 2010.
One book is Drupal 6 Themes which can be ordered at http://www.packtpub.com/drupal-6-themes/book/mid/3103093akzv6
If you use the link, they will send me a little money (full disclosure)
Drupal 6 Themes uncovers all the intricacies of the theming system in Drupal. This is a complex and difficult part of Drupal and requires a lot of study. I'll post more on how this book is once I get further into it.