If you respond to RFPs or have any part in the proposal writing process, the Shipley Associates Proposal Guide for Business and Technical Professionals will be worth every penny of the $60 you pay for it (Amazon price as of September 2006.)
It is not a tutorial or a "how to" guide; rather, it's a reference book that contains articles (like encyclopedia entries) on topics of interest to proposal writers, and also captures industry-consensus best practices for proposal preparation.
The certification exams for the Association of Proposal Management Professionals use this book as one of the basic texts, and there's a good reason for that. Shipley Associates, the consulting firm, has taught organizations all over the world how to win business by writing better proposals and RFP responses, and a lot of their knowledge and experience is condensed and present in these pages.
I've been writing proposals for years now, and while I don't agree with every single statement in this book, I also have to admit that, with all of my experience, I picked up some good pointers and am rethinking my approach in certain areas.
The approach is geared towards the production of large, multimillion-dollar proposals, but even if you're not writing proposals of that complexity, you'll still get a lot out of it.
Also posted at Knowledge Work.