I think that Harriet Hargrave's books are staples - Heirloom Machine Quilting, The Art of Classic Quiltmaking, and Mastering Machine Applique.
I like all of Judy Martin's books, even the really old ones. I have only purchased one by Eleanor Burns, and I didn't care for it at all, but I know others who love her books.
When I started quilting I checked a lot of books out of the library. If the book was really useful, I purchased it to keep on the shelf. I find most of my books on Amazon.com, some at JoAnn's with coupons.