Bibliography

Highly recommended bibliography for a video game programmer

C++

C++ How to Program
C++ for Game Programmers

Effective C++: 55 Specific Ways to Improve Your Programs and Designs
Real-time 3D Character Animation with Visual C++ 

C# && XNA

XNA 3.0 Game Programming Recipes: A Problem-Solving Approach 

Microsoft Visual C# 2008 Step by Step
Microsoft XNA Unleashed: Graphics and Game Programming 
Microsoft XNA Game Studio Creators Guide 
Beginning XNA 3.0 Game Programming: From Novice to Professional 

Others

Design patterns : elements of reusable object-oriented software

Refactoring to Patterns

Mathematics and Physics for Programmers

OpenGL Programming Guide: The Official Guide to Learning OpenGL

Game programming Gems



GPU Gems series are free available:
GPU Gems1
GPU Gems2
GPU Gems3 
NVIDIA GPU Programming Guide