For EVERYTHING - Start with Mark Wilson's Complete Course.
For CARDS - Start with Royal Road to Card Magic or Card College Volume 1 and Scarne on Card Tricks or Card College Light, Lighter or Lightest.
Then move on to Hugard's Encyclopedia of Card Tricks and/or Expert Card Technique or the later volumes of Card College. If you want something fun, get Mentzer's Counts, Cuts, Moves and Subtlety (much of this is covered in the later volumes of Card College).
Then check out the Card Magic of LePaul, Card Control by Buckley and/or Erdnase or more volumes of Card College.
I respectfully disagree with Robert regarding Card College being more advanced than Royal Road. The first two volumes cover much of the same material that is covered in Royal Road. The subsequent volumes are significantly more advanced. I like Giobbi's teaching better than Royal Road, but that is just my preference.
For COINS - Bobo's Modern Coin Magic.
What David said here is pretty much right on the money. Mark Wilson's Complete Course is perfect for starting out and wanting a wide array of knowledge.
However, if you start out with cards and want to do a bit of everything
later on, and if you are still interested enough to invest in this set, The
Tarbell Course in Magic is one of the most highly recommended sets of books any magician can have (8 books). You don't have to get the whole set immediately, just start out with 1. But man, it has some GREAT material in there.
There is a book that contains the original Tarbell Lessons that I saw on Vanishing Inc's website, that is 900 pages, contains a TON of amazing material, and is only about $60-$70. For that much material, in that many pages, it's definitely worth it.