-GPU Gems http://http.developer.nvidia.com/GPUGems/gpugems_part01.html
-GPU Gems 2 http://http.developer.nvidia.com/GPUGems2/gpugems2_part01.ht...
-GPU Gems 3 http://http.developer.nvidia.com/GPUGems3/gpugems3_part01.ht...
The source code in the following books can be pretty dated (assembly level shader language) but the actual articles can be valuable.
-Direct3D ShaderX: Vertex and Pixel Shader Tips and Tricks http://tog.acm.org/resources/shaderx/Direct3D.ShaderX.Vertex...
-ShaderX2: Introductions and Tutorials with DirectX 9.0 http://tog.acm.org/resources/shaderx/Introductions_and_Tutor...
-ShaderX2: Shader Programming Tips and Tricks with DirectX 9.0 http://tog.acm.org/resources/shaderx/Tips_and_Tricks_with_Di...