Pro C# 2008 and the .NET Platform is an awesome book ( http://www.amazon.com/2008-NET-Platform-Fo...5801&sr=1-1 )
If you really want to dive into C# and understand it inside out, while learning your way around the XNA framework, I would highly recommend the C#/XNA dvds from 3DBuzz.com ( http://www.3dbuzz.com/xcart/home.php?cat=13 ) This is actually how I learned C#, and the XNA stuff is just an added bonus. The videos are *very* thorough, and there are "Knowledge Reviews" along the way to help you test yourself on the information that has been presented.