Joe Celko's books tend to be expensive, but every one of them is worth many times the cost of the book and the time to read it. I'll agree with r937 in that you ought to read SQL For Smarties first, but don't stop there!
Just an observation, but Joe's books are poor choices to borrow from a library... They need to be savored, not consumed. It takes a while to work through each of his problems and examples so that you really "grok" them, but the process is very satisfying and very educational.
Fair disclosure: I make no money from his books, but Joe is an old friend of mine. We've abused each other for well over a decade. I obviously think very highly of him.
I bought both book, SQL for smarties and the puzzles. I found out that those puzzles are amazingly tough and that I may be a bit too much of a noob for SQL for smarties. He recommends his SQL style book for beginners. I think I'm going to grab that one as well and try to go through it first.