Books
Beginner
Are there any good books on database design?
Database Design for Mere Mortals by Michael J Hernandez.
Are there any good SQL books you can recommend?
Instant SQL Programming, by Joe Celko (a very good basic reference with plenty of more advanced stuff like "having", "outer joins", etc.)
Guru's Guide to Transact-SQL, by Ken Henderson (specific to SQL-Server/Sybase, advanced reference more for DBA types)
SQL Server Essential Reference, by Sharon Dooley (a most excellent resource if you use SQL Server)
Professional SQL Server 7 by Wrox
Beginners: Sams Teach Yourself Sql in 10 Minutes by Ben Forta ISBN: 0672316641
Intermediate: The Practical Sql Handbook : Using Structured Query Language by Judith S. Bowman, Sandra L. Emerson, Marcy Darnovsky ISBN: 0201447878
Advanced: Transact-SQL Programing by Kevin E. Kline, Lee Gould, Andrew Zanevsky ISBN: 1565924010
For coverage of complex queries: "SQL Queries for Mere Mortals" by Hernandez & Viescas
I've got to filter out swear words. Are there any lists already built?
What ColdFusion books can you recommend?
The ColdFusion 4.0 Web Application Construction Kit, Ben Forta Amazon.com
Mastering ColdFusion 4.5, Sybex Amazon.co.uk Amazon.com
Advanced
Are there any good books on Regular Expressions?
Mastering Regular Expressions, O'Reilly.