Well, a long-standing favorite specifically for user interface design is Alan Cooper's About Face. It should touch most important topics when designing Windows desktop applications.
Then there are also various UX patterns which are well-presented in Quince (needs Silverlight).
Jef Raskin's The Humane Interface is also rather good, but very radical in his ideas. Still, this book points out many fallacies in modern UI design. If you need to stick to the WIMP world, then following his suggestions might be a little hard as he tends to suggest to overthrow everything we're used to. But well-written and good for provoking thoughts, even if you don't follow all his advice.
As for books/articles on usability in general or on slightly different topics:
- Jakob Nielsen's website useit.com. While not particularly fancy-designed it is a trove of thoughts and advice on usability in general.
- Steve Krug's Don't Make Me Think. Web usability, but also a very good read.
- Donald Norman's The Design of Everyday Things. Usability in general and has many pointers on how to think about usability without going into specific technologies. It's applicable to desktop application usability anyway, though.