The Dragon Book is definitely the "building compilers" book, but if your language isn't quite as complicated as the current generation of languages, you may want to look at the Interpreter pattern from Design Patterns.
The example in the book designs a regular expression-like language and is well thought through, but as they say in the book, it's good for thinking through the process but is effective really only on small languages. However, it is much faster to write an Interpreter for a small language with this pattern than having to learn about all the different types of parsers, yacc and lex, et cetera...