theory11 — Magic Tricks & the World's Finest Playing Cards
Okay lets start with the basics.
Start with Tarbell. Either the eight vol set or the original mail order which can be picked up as a PDF here http://www.lybrary.com/tarbell-course-p-34.html
The Mark Wilson Course in Mgic.
The Amateur Magician's Handbook
Magic and Showmanship Nelms
Then if you want to move into books that are just one type of item
Coins, Modern Coin Magic Bobo
Cards, Royal Road to Card Magic Hugard
Silks, Silken Sorcery Hugard (can be found here as a PDf http://www.lybrary.com/silken-sorcery-p-160.html )
Ropes, Abbots Encyclopedia of Rope Magic Steward
The Sponge Ball book I would recommend is out of print and like $300 used.
This should be a good start in the basics of slight of hand.
.This post should be a sticky and used regularly the only books missing are. . .
Now You See It/Now You Don't I & II by Bill Tarr
Illustrated History of Magic by M. Christopher