I have a few books that I still use now but basically I favour WROX, Apress and O'Reilly above anything else.
I used the 3.5 Version of this throughout Uni and found it to be a great resource, one of the best books I own.
The examples are very clear and easy to understand and it covers a lot of areas, also it is fairly compact and easy to shove in a bag to take with you which is a bonus compared to the WROX books.
I have this and find it useful even now when revising for job interviews etc, It explains a lot of the concepts of programming c# and whilst its not going to be much use if you want a book full of coding examples I still highly recommend getting it.
I also have the WROX Beginners / Pro C# 3.5 which I used a lot when I was at uni, the 4.0 version is out now ( Here ) but you can probably pick up the 3.5 on Amazon marketplace quite cheaply. These books are like phonebook thick and great to have lying around as a reference.