The Apress Pro book is very good, as is C++ in action (especially for mastering marshal_as template's for high performance native to managed type importing).
I think a newer title Expert C++/CLI: .NET for Visual C++ Programmers, is very, very good. Especially for low-level specifics on aspect's of intialization and hosting possibilities, it even contain's matrix's of "If you are linking Debug DLL... x, y, z.."
If you dont have this book currently, and are doing a substantional amount of C++/CLI work, and really want to excersize the full gambit of API available (if nessissary), it's a must-read. If you do not have this book, dig through the source code for the CRT that's shipped in VC 2010, perticualarly the code files for delayload support and other managed<->native thunk's.