I recently ordered two books and wanted to give a quick plug to the Albahari brothers. They have provided a great service to C# programmers by writing two excellent books that cover an incredible amount of material with examples in a very few pages. Unlike many technical books these are thorough, concise, and believe it or not, portable! I have many other books that have far more pages and simply don't measure up in explaining or providing good examples. I should also mention that they have also written the new O'Reilly C# In A Nutshell book. I own the older version, but find it more of a reference book and am less likely to throw it in my backpack.
In addition, they have written a lightweight tool that allows you to learn and write ad-hoc LINQ expressions. You can even connect to a SQL Server and write SQL queries as well. What's more, they have included all of the code samples from their books. (See screenshot below)