A little while back I was asked to put together a list of some resources for people interested in learning game programming at a professional level. These are some of the most useful resources I've found, many are straight from my book shelf / browser history. I'll try to remember to update this if I come across new things. Feel free to ask question or make suggestions in the comments.
Game Engine Architecture by Jason Gregory:
A good read for anyone looking to go into game development professionally, covers many topics related to 3D game development, and covers many of the topics that could be covered in typical game programming interview or programming test.
Programming AI by Example by Matt Buckland:
An excellent introduction to programming game Artificial Intelligence, something which is quite different from AI in an academic setting, as is the case with the class offerings.
Artificial Intelligence for Games by Ian Millington:
Another AI book that is structured more like a traditional textbook. Makes for a good reference.
Real-Time Rendering by Tomas Akenine-Moller:
The definitive text on graphics in real-time applications, I have rarely met a graphics programmer that hasn't read this cover to cover. Very math and theory heavy, light on code.
Real-Time Collision Detection by Christer Ericson:
Perhaps the most popular book on Collision Detection in games.
Essential Math for Games and Interactive Applications by James M. Van Verth:
An Excellent reference on common mathematical concepts that repeatedly come up in 3D game development.
Unity is a free 3D game engine that is used in the Game Specialization and several research labs at MSU. Easy to pick up, well documented, and has a strong online community:
NVIDIA Developer Zone:
NVIDIA has several free books available in their developer zone. These often have excellent information that applies across all hardware and are not just NVIDIA's, this includes the excellent GPU Gems series.
Unreal Development Kit:
UDK is a free to use version of the well known Unreal Engine. It is a bit larger and harder to use than other engines (Unreal is meant to be used by large teams at professional studios), but experience with it looks quite good with studios that use it (Gearbox, Irrational, Epic, etc).
AltDevBlogADay is a collective blog run by Mike Acton, the Engine Lead at Insomniac. It features daily articles from programmers all across the industry:
The most official news site for the games industry:
Game Career Guide:
This is a sister site to Gamasutra that features articles for aspiring game developers: