I will pile on...
John Walkenbach's "Power Programming with..." (pick your version) are excellent for anyone starting from a VBA novice up to the expert or near-expert level. There is enough introductory material on using Excel without VBA (three chapters out of 30 in the XL2K version, 4/31 in the XL07 edition that I have picked up but not yet gone through) that he can proceed on the assumption that everyone is at a reasonably competent Excel user level. From there, the book goes up to a very advanced level, including controlling other applications from Excel, developing complete applications, etc.
Bullen / Bovey / Green / Rosenberg (for 2K) and Green / Bullen / Bovey / Alexander (Excel 2002 VBA Programmer's Reference and Excel 2007 VBA Programmer's Reference, respectively - note the caveats on most of the author's websites regarding the Excel 2003 version by Paul Kimmel) are both very good, but are aimed at a slightly higher level; I don't think they are as good as the Walkenbach books unless you have done a fair amount of work in VBA or another programming language. In a nutshell, Walkenbach's books are terrific for someone who intends to develop sophisticated files for their own use, or for a small work group, and is starting without a huge amount of programming or VBA background. The Bullen et al books seem to target someone who might be developing either for a larger audience, or for more of an 'industrial strength' application that might involve Excel as a front end for a corporate database or gather information from various sources, but don't provide as much introduction or basic material (and moves pretty quickly through what of that stuff is provided). I should point out that while I think Walkenbach is a better learning resource, 'Bullen' is the book that sits beside my monitor at work as a reference: it just isn't as approachable - I was glad I had already read Walkenbach (and done quite a bit of work in VBA based on what I learned from it) before I started on 'Bullen.'
"Professional Excel Development" was mentioned above - this is an absolute case of truth in advertising, and the title describes the target market: capable VBA developers who are trying to put together bullet-proof applications for wide deployment (wide enough that direct support is not an attractive option) or possibly for professional sale. The authors (Bullen, Bovey, and Green, who co-wrote the two 'Bullen' books) assume that you know a great deal about Excel and VBA - and if you don't you will be swamped. This is most definitely not a book to use to learn VBA: my guess is that the target market consists of people who are in the top decile of participants on this board in terms of Excel knowledge (ie - the ones who answer a lot more questions than they ask) and the top one or two percentiles of Excel users in general.
Other Excel / VBA Books:
Excel 2K VBA Fundamentals - Reed Jacobson: Very basic, and not worth much IMHO. The examples are contrived and trivial, and it takes forever (or at least, several pages) of step-by-step screen shots to describe the simplest task. I was not some kind of super-VBA expert when I read it, but I gave up on it almost immediately: the Walkenbach book(s) start at the same "intermediate" level, but progress much faster, go further, and provide broader and deeper knowledge
Definitive Guide to Excel VBA - Michael Kofler. Comprehensive, but slightly strange language (translated from German - sometimes you can see it in the sentence structure) and poor screen shots get in the way a bit. As well, the terminology used to describe arrays is non-standard, which may be a translation quirk as well. The book is comprehensive, but while I refer to Walkenbach occasionally and 'Bullen' sits by my monitor, this one sits on my bookshelf - perhaps I passed the point of diminishing returns on Excel reference books at the point where this one arrived from Amazon.
VBA for Modelers - S Christian Albright: a candy mint and a breath mint! The first half of the book is simply about VBA on a stand-alone basis, and it moves at a very fast pace (the book is intended as an MBA-level text for finance and Management Science / Operations Research students, so Albright assumes that the reader is pretty clever). The material is well presented, but it is very directed and there is no hand-holding. The second half applies Excel as a programmable tool to deal with problems in those areas: product mix; portfolio optimization; option pricing; production scheduling, etc. If you have no interest in those areas, then the VBA portion alone probably isn't enough to sell the book; if you do, then it is a really good one to have in the library, with the VBA portion (which is pretty good) as a bonus.