There's one awsome book that anyone involved in marketing should read. Unfortunately, I can't remember the title as it's packed in my luggage. Will see if I can find it and get book. It's a popular books so someone else may reccomend it.
A year ago, I read this book, Web Copy That Sells: The Revolutionary Formula for Creating Killer Copy Every Time by Maria Veloso I found it was a pretty good book especially if you're a novice copywriter.
The first book for any writer should be "Elements of Style." It will teach you how to write in a more concise fashion.
To be good at copywriting = study how to write. To be great at copywriting = study how to write + study how to sell
Yes that one's on my bookshelf too but copywriting is changing as marketing methods change. I wouldn't so much recommend a book these days as a blog that you will find at copyblogger.com - check the resources in the sidebar.
You are right Stuart! Brian at Copyblogger is a great writer and all their posts are quite helpful, easy to follow and full of good ideas. Check it out. I also read the sites of Michel Fortin and Nick Usborne (author of "Net Words", another book I'd recommend). Great information for copywriters and it's all free.
I love Bly's Secrets of a Freelance Writer. It covers a wide range of topics, and really gives in depth information.
"Elements of Style" and other books on stylized and proper writting techiniques should be your basis. Then, once you've learned those I'd suggest scouring the internet for ideas rather than print. Tried-and-true techniques can be found in text books, it's often harder to find relevant, updated info on an ever changing topic. Just curious, have you found anything you're interested in since your OP?