I recently purchased and started working through the Using Drupal book published by O’reilly. The authors are Jeff Robbins, Angela Byron, Addison Berry, Jeff Eaton, Nate Haug, James Walker. It is an excellent book that introduces the Drupal CMS and goes through a series of scenarios with Drupal and third party modules.
In additional to the print book an electronic version (PDF and several other formats) can be purchased. A copy of Drupal, version 6, is available online to complement the book complete with the modules and additional files used so that one can go through the book learning step-by-step to see how each case study is developed by the authors. The various options available in Drupal are explained clearly as they are relavant to the project being worked on, giving both background as to what they mean and how to implement them. At the end of the book one of the appendices included gives some information to help with and to cosider when finding modules for your website.