_The Little MLer_, first and foremost - it seems to be the best intro to the ML-style type system.
My ML experience has mostly been OCaml-flavored. The best OCaml book I've seen is _Developing Applications with Objective Caml_ (In French, but a free English translation is online at http://caml.inria.fr/pub/docs/oreilly-book/html/index.html). It covers a slightly older version of the language, but that mostly impacts libraries.
Andrew Appel's _Modern Compiler Implementation in ML_ and _Compiling with Continuations_ are both great compiler books, which happen to use SML for the code.
Joshua Smith's _Practical OCaml_ is bad. Really bad. I was shocked. Avoid.
Chris Okasaki's _Purely Functional Data Structures_ is a great data structure / algorithm book, and uses SML (but has an appendix with Haskell versions). Also quite good.
Finally, experience with Lisp, Prolog, and Haskell carry over to ML somewhat, if you've used those.