This book is really useful becaseu it has both Oracle and T_sql syntax
SQL in a Nutshell by Kevin and Daniel Kline published by O'Reilly
Cursors can be an issue for someone coming from an Oracle background because it is my understanding that they are used frequently in Oracle. SQL Server doesn't like them and they are big performance killers.
There are several books on SQL Server performance tuning. A quick loo at AMazon should get you a bunch o fthem
Red-gate provides good tools for comparing databases and also has a lot of good free content that you might want to check out. http://www.red-gate.com/
Some good content on SQL Server here, especially in the Wiki area. I know many of the authors and some of them work in very large SQL Server environments and are very smart people.
http://lessthandot.com/