I currently use the OpenGL Programming Guide 1.0 (aka "RedBook"), and a couple of graphics theory books I've got lying around. I'm intending to pick up the latest RedBook and BlueBook (OpenGL Reference Manual) when I next get to a decent bookshop.
If you want to give it a look before spending money, nowadays you can download RedBook 1.0 from various places, including:http://www.gamedev.net/download/redbook.pdf
Very useful is the latest OpenGL specification, which can be found here:http://www.opengl.org/developers/documentation/version1_4/glspec14.pdf
If you've got a good printer...