I have read most of the Essential Windows Workflow Foundation
book by Dharma Shukla and Bob Schmidt. I would definitely recommend it for anyone who is just starting with WF or who is just curious as to the why features were implemented a certain way. This book probably is not for you however if you are looking for a more hands on book.
Which brings me to the next book, which I wish I had started first, Learning WCF: A Hands-on Guide
by Michele Leroux Bustamante. While a lot of the information in the book is available on the web, having the information pre-filtered, there is a lot of beta 3.0 stuff out there still and with 3.5 there is even more noise out there. So far this book has been very hands on, normally only a page or two before going into another lab.
So far the only complaint I have about the book is the amount of effort it is likely to take not to put it aside after the first few chapters, in fact the subconscious pressure to start running a muck with WCF started within the first 50 or so pages. Followed by a slight feeling of sadness in that I will likely never get to use what I learn in my day job.