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.