.NET Development Foundation/Trailers
See also 
- Microsoft Certified Professional Developer
- Introduction to .NET Framework 3.0
- Visual Basic .NET
- C# Programming
- Data Structures
70-536 Training kit 
.NET Framework Application Development Foundation Self-Paced Training Kit, Second Edition Tony Northrup Microsoft Press
We reference that book as the "training kit" since it is recommended by Microsoft as a training aid for the 70-536 exam (for example see MCPD).
If you use the training kit you might want to look here for a list of known corrections. Other potential corrections are listed in this wikibook.
C Sharp 2005 
Visual C#: The language - 2005 Edition Donis Marchall Microsoft Press
Also recommended as a training aid for the 70-536 exam (for example see MCPD)
ECMA 335 
If you want to go deeper into the definition of the common language infrastructure you can download the official specification
This is not required for the exam but we will use the specification a couple of times to clarify ambiguities in the MSDN documentation or other reference manuals.