I'm not aware of any good books available yet - haven't really looked though.

Rob Allen (akrabat) is writing Zend Framework in Action (Manning: Zend Framework in Action). If its half as good as the tutorials on his blog (Akra’s DevNotes Zend Framework) I'm sure it'll be great.

I've learnt from practical experience. Don't be afraid to play with the components, and use the API to see what methods they have.