Guitar Electronics for Musicians contains valuable information for modifying your guitar setup, from changing pickup configuration to rewiring.
Art Thompson's Stompbox is an enlightening, informative, and often humorous take on guitar effects pedals of the past and the people who made them. Read it to find out what happened to Electro Harmonix, and why Roger Mayer may be crazy.
Craig Anderton's Electronic Projects for Musicians, or "EPFM" for short, was the first major work devoted to DIY effects projects. It contains ready-to-use layouts and valuable background information on each project. Some of the parts are obsolete, but many of the sites listed on our links page contain information on substitutes and/or alternate layouts.
Anderton's followup, Do-It-Yourself Projects for Guitarists, takes a broader view and is not limited solely to effects projects. A worthy successor.
Nicholas Boscorelli's Stompbox Cookbook is similar to EPFM, but geared towards the more experienced builder and with information on circuit "building blocks" for creating your own circuits. Availability of this book is limited, and Boscorelli appears to have been eaten by wolves.
Penfold's Electronic Projects for Guitar seems to be out of print, but several have recommended it. While Penfold's material is apparently not earth-shattering, circuits are presented and analyzed in a way that appeals to the beginner in electronics and effects processing.
For those new to building tube amps and the theory behind them, you could do a lot worse than the Beginner's Guide to Tube Audio.
Once you have a decent grasp of the fundamentals of electronics, you can join others in the DIY community in groveling before the majesty of The Art of Electronics.
If you know of a book we should include on this page, please let us know.