Although specific to Oracle, any of Tom Kyte's books are invaluable when it comes to learning about databases and how they work.

If you do work with Oracle, Tom's "Ask Tom" site is excellent for learning tips and tricks, as well as for finding elegant solutions to tricky SQL problems. Again, it is oracle focused, but still very valuable. Link to Ask Tom:

http://asktom.oracle.com/pls/apex/f?p=100:1:0