I stumbled across a book some time ago and finally managed to read parts of it last weekend and I really can recommend it to any programmer tho the example programms are mostly written in C++.
It's called Game Programming Gems (link is for the german Amazon but the review is in english anyway) and is part of a series of books (recently part 4 was released).
All of them include articles dealing with a variety of game programming topics from general stuff to Graphics and AI. Most of the articles are well written and due to their short length (5-20 pages) they get straight to the point. I enjoyed reading it tho some of the articles due to their variety. Some are rather "open your mind" kinda type (like one about Network protocols - you can't discuss this topic in 5 pages...tho they still try), some are nifty tricks (like one about the best use of the C++ assert statement ) and rather deep articles (bout KI and Graphics).
All in all I would say if you are a (experienced) C++ programmer this book is a must have. BTW if any of you is interested I might send him some kinda example chapter ..... ya know what I mean:D
I myself bought it because they released it in German - and if they translate a book dealing with such a topic it is usually a must have

If you ain't sure if it's your cup of tea you might want to read the gamedev.net reviews:
http://www.gamedev.net/columns/books/bookdetails.asp?productid=59