If you want to gain an in-depth understanding of the TeX family, you will certainly read the TeXbook, early or late.
There are electronic versions of "TeX for the Impatient" and "TeX by Topic" (already installed in TeX Live, but not MiKTeX). Thay are easy to achieve, and can be additional supplements or alternate of TeXbook. Anyway, TeXbook is still worth to read.
Since you are a LaTeX user, you may also read the documented source code of LaTeX, say
classes document, and source code of any package you are interested in. This may be what Martin said a start somewhere else about LaTeX. I learned a lot from other's code, no less than from the books.
Since you want to understand how TeX works, you may also need knowledge of MetaFont, modern TeX engine (eTeX, pdfTeX, XeTeX, LuaTeX, ...), PostScript/PDF drivers (Dvips, dvipdfmx, ...), WEB2C, and so on. For a overview of TeX family, I suggest "An overview of TeX". These may be as important as TeX language itself.