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This is a community wiki since there is no "one true answer"- if you find an answer that contains a lot of your choices, but is missing something you feel is incredibly useful. Feel free to add it. A short description of what topics the reference covers would be nice as well.

Organize by subject please.

For example: I always keep the following PDFs at my fingertips.

Document Layout

  • The Memoir manual: Covers, in exquisite detail, how to produce just about any document using the memoir LaTeX class. (PDF 4.5 MB)

Mathematical Typesetting

  • Math Mode: A document by Herbert Voß that explains how to typeset just about any mathematical expression in LaTeX. (PDF 2MB)

Graphics

  • The PGF Manual: Explains, with examples, how to draw just about any figure using PGF/TikZ. Also a good example of what awesome documentation should look like. (PDF 3.8MB)
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Those examples you put in the question would make good answers, I think... –  David Z Jul 26 '10 at 23:02
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The memoir and PGF manuals are superb! –  Kit Sep 14 '10 at 14:10
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Interesting idea of a shelf you have there. (Admittedly, I believe that most of the hard-copy TeX-related reference books I use are currently in a clothes basket in my bedroom...) –  SamB Feb 9 '11 at 1:49
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I do wish The PGF Manual would be printed in a book format... –  Isaac Kleinman Jan 16 '12 at 15:48
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17 Answers

For now, I will post reference manuals that haven't been mentioned here yet.

LaTeX

  • For LaTeX itself there's a great reference: source2e.pdf. It's usually part of a LateX distribution, so I quickly access it by texdoc source2e and enter a keyword to the search feature of the pdf browser.

Presentations

  • The beamer manual is so comprehensive that it serves me often as reference. Again, I use texdoc beamer.

Document Layout

  • I appreciate the KOMA-Script manual by Markus Kohm. In German it's still more extensive, but I hope the English version will be improved as well. The manual addresses many aspects of layout and typographic style. texdoc scrguien or texdoc scrguide.

Mathematical Typesetting

  • Besides Herbert Voss' great Mathmode.pdf, the amsmath user's guide is a valuable reference because amsmath is the standard package for mathematica typesetting. texdoc amsldoc

Symbols

Hypertext and PDF features

  • The probably most important reference is the hyperref manual. It deals with nearly all you need to know about hyperlinks and PDF bookmarks. What it doesn't tell yet, may be read in the README file to that package. texdoc hyperref/manual and texdoc hyperref/readme

  • Further there's the pdfTeX user manual. texdoc pdftex-a

TeX

  • Besides the great TeX-by-Topic reference, the TeXbook by Donald E. Knuth is my reference because I like to read the documentation written by the TeX creator itself even if it's not so accessible like the first mentioned book.

Bibliographies

  • BibTeXing by Oren patashnik is a good reference for BibTeX. For instance, it lists entry and field types. texdc btxdoc

texdoc is the tool for quick access, but one should know for what to look out. Earlier it was difficult because one had to remember complicated file names, but today texdoc understands commonly used aliases.

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Hmm, I mostly prefer pdftex-s over pdftex-a myself, though the backgrounds are a bit glitchy (they don't seem to have the proper "depth", so that some of the text hangs off of them at the end of most screens). –  SamB Feb 9 '11 at 1:47
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I normally don't care much for actual physical references, but The LaTeX Companion is fantastic; it covers everything in LaTeX, and quite a few of the more popular packages

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I have to say I tend to 'texdoc ' for most of my requirements. Tikz and beamer feature quite heavily, and as a programmer 'TeX by Topic' is hard to beat.

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Link to TeX by Topic: A TeXnician's Reference by Victor Eijkhout: eijkhout.net/texbytopic/texbytopic.html –  ShreevatsaR Jul 26 '10 at 20:32
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Or 'texdoc texbytopic' –  Will Robertson Jul 28 '10 at 14:28
    
I never knew that: thanks Will! –  Joseph Wright Jul 28 '10 at 16:02
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Not to forget Tobias Oetikers "The Not So Short Introduction to Latex" Or via texdoc lshort

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Although it can struggle with more obscure symbols. I use detexify when I need to look up a symbol name. It is a little applet that does image recognition on hand drawn latex symbols and spits out a few likely candidates and their respective commands.

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My book shelf is quite full, but in practice I do not use any of those, except when I occasionally have to do some LaTeX. So:

TeX

  • The TeXBook. Eijkhout's TeX by Topic may be easier to read for general use, but when you need the absolute final answer to a question, nothing beats Knuth's own manual.

LaTeX

  • The LaTeX Companion. As said, I do not use LaTeX a lot, but when I do, I find this the easiest way to look something up.

ConTeXt

  • The ConTeXt Wiki's search box. There are quite a lot of manuals about ConTeXt, but the wiki is the most valuable resource, for me.
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At work I have the beamer and pgf manuals open about 50% of the time. The TeXbook is one of the most thumbed books I own. But I also would like to recommend A Guide to LaTeX by Kopka and Daly. A very nice guide that starts from basics and ends with a bit of programming.

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Even though that these days few people use AMS-TeX I have to mention beautiful Michael Spivak's book Joy of TeX as well as the Advanced TeXbook. I am sure many of older package writers have used the second one to learn the tools of the trade.

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I don't keep a local copy, but I usually find that the LaTeX WikiBook has most of the answers for my everyday questions.

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I don't really have a shelf, but a folder full of references; one I use quite often is the The Visual LaTeX FAQ.

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I'm not certain how useful it is these days, but I feel that I ought to mention Leslie Lamport's original book "A Document Preparation System - LaTeX - User's Guide and Reference Manual" from 1986. I grabbed it from a guy who was retiring at the last place I worked. It's actually still pretty good for beginners.

I have that, Knuth's 'TeXbook' and 'Metafont', and Kopka and Daly's `Guide to LaTeX2e'.

I also use texdoc a lot.

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Besides what has already been mentioned, a great reference for low-level TeX stuff is David Bausum's "TeX Reference Manual", of which there is an online version available.

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Besides what has cited, I have to mention two useful books:

  1. Stefan Kottwitz, LaTeX Beginner's Guide, Packtpub, 2011

  2. A. Syropoulos, A. Tsolomitis, N. Sofroniou, Digital Typography using LaTeX, Springer, 2003.

More at http://www.tug.org/books/

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Is there any reason for your rollback? Seems like a nice formatting to me. –  percusse Jul 17 '13 at 23:33
    
@percuse The publisher name for Kottwitz's book was wrong and author's name format was non-uniform. –  Papiro Jul 17 '13 at 23:57
    
So why not just fixing the mistakes instead of rolling back. Stefan is a moderator here anyway. –  percusse Jul 18 '13 at 0:21
    
@percuse The mistakes was fixed through rollback. –  Papiro Jul 18 '13 at 0:24
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@percusse I think this is a point of view question ;) –  Papiro Jul 18 '13 at 8:36
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It is not actually a real documentation but I usually keep it open just next to the pdfs mentioned above. Qtikz comes in quite handy for quick testing tikz pictures and command tryouts. It also saved my day a few times.

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Now a new tikzedt has come with new features. –  Harish Kumar Mar 14 '12 at 4:23
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@percusse Bbbbbut that's is cheating. (Seems useful though.) –  Marc van Dongen Nov 18 '12 at 8:05
    
@MarcvanDongen Why do you think so? –  percusse Nov 18 '12 at 15:42
    
@percusse Real TikZies just use TeX. (It was a joke:-) –  Marc van Dongen Nov 18 '12 at 19:15
    
@MarcvanDongen Hahah, sorry. I'm not very smart these days (finalizing the thesis). More tuna fish needed. –  percusse Nov 18 '12 at 19:19
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I got various TeX-related books, all the companions for example. Nowadays I usually use the 2nd edition companion and texdoc.

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For those who read Czech: TeXbook naruby (TeXbook inside out) (PDF) is an excellent textbook/reference for low-level TeX.

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I basically have the documentation to all packages Stefan Kottwitz posted earlier, with the exception for the

Bibliography: BibLaTeX in combination with BibLaTeX-chem for some styles.

But what I really wanted to add are some very useful tools for typesetting

Chemistry: siunitx for every kind of SI-Unit necessary. The chemstyle bundle, which is implementing a floating environment for schemes, but the best thing about it is on how to enumerate chemical compound within eps figures. And last, not least the bpchem package for correct enumeration.

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chemstyle doesn't do the numbering of compounds but uses either chemcompounds (default) or bpchem for the task. However, there is the more comprehensive chemnum which also allows numbering of compounds within EPS figures. Related: there is also the chemmacros bundle consisting of four packages with loads of goodies for chemists. –  cgnieder Jul 18 '13 at 10:59
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