Murach's SQL Server 2005 for Developers

If you want to learn SQL, you've picked the right book. Unlike most SQL books, this one starts by showing you how to use SQL queries to extract and update the data in a database, because that's what every application developer needs to know first. Then, it shows how to design and implement a database, how to use server-side features like views, stored procedures, cursors, and transactions, and how to use the CLR integration feature (new in SQL Server 2005) to create database objects in a .NET language like C# or Visual Basic.

With this breadth of material, this book works well for application developers and SQL programmers, but it's also a great first book for DBAs-in-training.