I really like
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by Jeffrey Richter because of all the details about how not only C# but also the CLR works.
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adds a lot of useful info on threading and the new parallel extensions.
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by Joe Duffy is very similar to Richters book, so I like it for the same reasons. Unfortunately it is somewhat dated now.
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by Jon Skeet is an excellent treatment of all the stuff that the two others do not cover.
The C# language specification (get the book for the annotations). A must read.
To name another good book:
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by Mark Michaelis. Very thorough. (EDIT updated to new edition)
And
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. Excellent reference. (EDIT updated to new edition)