Any calligraphy book you can find
is a good one...
Well, the real deal of calligraphy is simple. Just start. It is not the book on calligraphy that will do the work for you. But...
... we all have to start somewhere. Therefore, these are the basic calligraphy book picks: The ABC of lettering and Speedball Textbook for Pen & Brush Lettering. The best thing is they are available through Amazon.com.
There is one extra book. Not about calligraphy. Still, interesting enough to be recommended to you: Paul Rand by Steven Heller.
Wishing you a lot of fun and inspiration in calligraphy!
Since its publication in 1940, The ABC of Lettering has taught thousands how to letter by brush. Originally a standard for the sign industry, the 6th edition now upholds the craft for artistic and historical purposes. If you are interested in the classic approach to brushing letters and hand painting signs, this book is for you.
Paul Rand (1914-1996) was a pioneering figure in American graphic design whose career spanned almost seven decades. Always enquiring and investigating, he explored the formal vocabulary of European avant-garde art movements and synthesised them to produce a distinctive graphic language. Rand was a major force in editorial design, advertising and corporate identity. He was art director at "Esquire" and "Apparel Arts" magazines, and he designed the ground-breaking covers for the cultural journal "Direction". He worked at the Weintraub Advertising Agency from 1941-1954 and, in 1955, established his own design studio, acting as consultant to companies such as IBM, Westinghouse and UPS. His logos for these companies are world-renowned design classics. This book comprises a definitive collection of Rand's works, through an exploration of his advertising, publishing and corporate identity work. Steven Heller's text, with a foreword by designer Armin Hofmann, introduction by advertising guru George Lois, and a concluding essay by designer and writer Jessica Helfand, offer an insight into Paul Rand's work.
update (January 2013)
One last recommendation. Digital. You can practice calligraphy on your computer.
After a long research I bought the cheapest Wacom Bamboo tablet. The reasoning is quite simple. All you need is the pen function. Consider using "touch" and extra buttons, will you use them? If money is no object, go for the Wacom Intuos.
You will get a lot of software with the Wacom tablets. But here is my favorite. Download Inkscape (it's an open source vector graphics editor). Use its calligraphy tool. You'll love it.