Any of the Claire Weeke's books are great - many of them have the same info, though, so don't go ordering them all!
Dr. David Burns has one on depression and anxiety - it's pretty difficult reading, but some really good stuff.
A great book for people with anxiety AND their families, significant others, etc. to help explain it is "The Anxiety Disease" by David V. Sheehan. It was writtein the 1980's, but I still have it in my library and think it's one of the most down to earth, comprehensive books out there.