Dan Tow: SQL Tuning, 2003, O’Reilly
Cary Millsap: Oracle Performance, 2003, O’Reilly
Jeremy D. Zawodny: High Performance MySQL, 2004, O’Reilly
Alex Davies, Harrison Fisk: MySQL Clustering, 2006, MySQL Press
Jon Stephens, Mike Kruckenberg, Roland Bouman, Stewart Smith, Solomon Chang: MySQL 5.1 Cluster DBA Certification Study Guide, 2007, MySQL Press
John Allspaw: The Art of Capacity Planning, 2008, O’Reilly

I recently bought

Not yet read and thus not recommended.

Robert D. Schneider: MySQL Performance Optimization, 2005, MySQL Press
Paul DuBois: MySQL Administrator’s Guide, 2006, MySQL Press
Joe Celko: Joe Celko’s SQL Programming Style, Elsevier
Ralph Kimball, Margy Ross: The Data Warehouse Toolkit. The Complete Guide to Dimensional Modelling
Gian-Paolo Musumeci, Mike Loukides: System Performance Tuning, O’Reilly
Jonathan Lewis: Cost-Based Oracle Fundamentals, 2006, Apress
Lex de Haan, Toon Koppelaars: Applied Mathematics for Database Professionals, 2007, Apress
Joe Celko: Joe Celko’s Trees and Hierarchies in SQL for Smarties, 2004, Elsevier
Sasha Pachev: Understanding MySQL Internals, 2007, O’Reilly
many others … :-)

My wish list

Baron Schwartz, Peter Zaitsev, Vadim Tkachenko, Jeremy Zawodny, Arjen Lentz, Derek Balling: High Performance MySQL, 2008, O’Reilly
Ralph Kimball, Joe Caserta: The Data Warehouse Staging Toolkit: Practical Techniques for Extracting, Cleaning, Conforming, and Delivering Data
Phillip G. Ezolt: Optimizing Linux Performance
Sandra K. Johnson, Gerrit Huizenga, Badari Pulavarty: Linux Server Performance Tuning
Peter Gulutzan, Trudy Pelzer: SQL Performance Tuning
Gunter Saake, Andreas Heuer: Datenbanken: Implementierungstechniken
Andreas Heuer, Gunter Saake: Datenbanken Konzepte und Sprachen
Stéphane Faroult, Peter Robson: The Art of SQL
C. J. Date: Logic and Databases: The Roots of Relational Theory