Grätzer's under-appreciated book is excellent, especially at showing you how to do things the "right" way:
(Earlier editions were called "Math into LaTeX"; it's not a sequel.) Especially if you're learning LaTeX for typesetting mathematics or related areas, this is a wonderful book — it includes, for example, chapters on the several AMS environments for multiline equation displays, making presentations with Beamer and other classes, and BibTeX — all things that you're likely to need at some point. Several samples from the book are available on CTAN (and you can also find online copies of the book of *cough* dubious legality).
[Edit: His first section, A Short Course in LaTeX, is available on CTAN and I recommend it even higher than lshort/not-so-short introduction: it's shorter, though of course less detailed. As quoted in the comment below, it's IMHO the ideal introduction to LaTeX for mathematics.]
Among actually free books, take a look at the LaTeX book on Wikibooks; its excellent quality may surprise you!