It really depends on the type of puppet you are interested in.
John Kennedy has great "puppet craft" books (Puppet Mania! & Puppet Planet)
Some of the best books on puppetry (mostly rod puppets) I have ever read are by Hansjürgen Fettig.
The Art of the Puppet by Bill Baird is long out of print, but great if you can find it in a library. It's not really a how-to book but can provide a lot of inspiration. Puppetry: A World History By Eileen Blumenthal is really good for inspiration too.
What type of puppets do you want to build?