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I would suggest that the best place to learn anything about ArcGIS Desktop, is in the Tutorials. These are step by step tutorials, with data, and come free with the Desktop Setup.
Till 9.3.1, they were present as PDF's in the Documentation folder in C:\Program Files\ArcGIS folder.
From ArcGIS 10 onwards, they are available online here.
Suggestions by other users are:
- I can suggest two books which can be previewed on Google Books. I have used the second book and it is reasonably good, but the first seems to be still better.
Introducing Geographic Information Systems with ArcGIS: A Workbook Approach to Learning GIS
A unique approach to learning and
teaching GIS, updated for ArcGIS 9.3
Introducing Geographic Information
Systems with ArcGIS, Second Edition
serves as both an easy-to-understand
introduction to GIS and a hands-on
manual for the ArcGIS 9.3 software.
This combination theory-workbook
approach is designed to quickly bring
the reader from GIS neophyte to
well-informed GIS user from both a
general knowledge and practical
viewpoint.
and
Introduction to Geographic Information Systems
- For version 9.3, GIS concepts and ArcGIS Methods is good http://www.consplan.com/arcgis.htm I've been using these books since ArcView 3.2.
- You can have a look at the ESRI Press catalog.
They have some very good books, both basic and advanced.
- Not only are the ArcGIS tutorials free, they are inherent to the software. Just print out the pdf documents and work from them if you're most comfortable working from a hardcopy. It covers anything you could ever need to know, especially if you're a beginner.