I highly recommend "Adobe Flash CS4 Professional, Classroom In a Book" as well as "ActionScript 3.0 for Adobe Flash CS4 Professional". I have found both of these books immensely helpful. I have seen reviews stating that these are the best training guides on the market and, from what I have seen, I would agree. They are based on working through examples, which I find a very helpful teaching style.
Never been a big fan of the Classroom series. They always seem to leave something hanging. Nevertheless, I will check it out at Borders.
Anyone willing to back any of the foundation Flash series by Friends of Ed? they look to be right up my alley.