In no particular order ...
Excel Hacks: By Dave Hawley
Excel 2003 Power Programming with VBA: By John Walkenbach
Writing Excel Macros with VBA: By Steve Roman
Difinitive Guide to VBA: By Michael Kofler
Excel 2002 VBA: Programmer's Reference: By Stephen Bullen, Rob Bovey, Josh Green & Robert Rosenberg
Professional Excel Development: By Stephen Bullen, Rob Bovey & Josh Green (review here)
VBA and Macros for Microsoft Excel: By Bill Jelen & Tracy Syrstad
Now I've picked up most of these in book stores. They're all good. I own 'VBA and Macros for Microsoft Excel', and it's a good one. My next book will be the 'Professional Excel Development'. A good starter is the Steve Roman book.
HTH