Hornady's is good. Most reloaders I know have two or three so they can compare things. There's a lot of stuff online now, too (see the sticky in this forum about the Hodgdon online data book).
You might also want to pick up a copy of "The ABC's of Reloading". It's basically a series of mostly-quite-good articles related to ammunition and reloading (everthing from reloading benches through chronoing and casting bullets) that give you a nice overview of some of the areas you might want to get more involved in (it is not, however, a good book to learn reloading from).
After that, hit your local library and pull some old copies of "The Shooter's Bible". There are usually several good reloading and ammunition articles.
Ultimately, I found my best resources when starting out were friends who were experienced reloaders -- I got a lot of good advice that would have been hard to get from a book or without trying it myself for a few thousand rounds. If you don't yet have such friends, you can probably find some at your local range -- look for the guys picking up brass. Most of them love talking about this stuff.
