I have the books by Sally Terry, Diane Gaudynski and Harriet Hargrave and they're all really wonderful! You really can't go wrong with them.
I also have a couple of books and a workbook by Irena Bluhm that I love, too. She's just magic to watch and to listen to and charming in person.
But my favorite book - the one that helped me make the biggest jump in FMQ skills - is Machine Quilting Solutions by Christine Maraccini. It's like a bridge between first steps and intermediate FMQ.