Real World InDesign CS by Blatner and Kvern -- very comprehensive, good for more advanced topics. Looks like the update for CS2 is due to hit the shelves in December.

For looking up basic stuff, I use the Visual Quickstart Series for InDesign CS. I'm also interested in getting Adobe InDesign CS/CS2 Breakthroughs by Blatner.

I'll second the vote for RWIDCS. Fantastic—haven't needed anything else.