One book not yet suggested but very important is "Linkers and Loaders" by John Levine. If you're not using an external assembler, you'll need a way to output a object file that can be linked into your final program. Even if you're using an external assembler, you'll probably need to understand relocations and how the whole program loading process works to make a working tool. This book collects a lot of the random lore around this process for various systems, including Win32 and Linux.
