My favorite book is The Tightwad Gazette, for sure. I reread it periodically. Sometimes I hear folks say it is too out of date, but except for the food prices, I don't really see that. I also like to have a little laugh when I read the book about yard sales and realize that yard sales prices are still usually 25 cents for children's clothes! Everything is going up in price, but not the yard sales (most of them anyway -- some in my area try $1 for a piece of clothes and I must say I willlingly pay it for some things!).
My favorite site that has not yet been mentioned:
http://frugalliving.about.com/
She is a die-hard anti-debt, really frugal type and although I don't always take each suggestion, they really get me thinking. She has also been kind enough to respond to me when I have asked questions. I like The Cheapskate Monthly too. The post should me made sticky!