ColdFusion 5 Web Application Construction Kit by Ben Forta
This is probably the best ColdFusion book (for version 5, not MX) you can get right now. Goes over the very basics of web programming - all the technical stuff served to you on a silver platter. They did a really good job on showing you examples and giving detailed descriptions on how everything works. I liked how they showed you real world examples of applications and many other things you can integrate in your web apps such as Flash, Graphing, and Text Searching using Verity. It gives basics of creating a shopping cart also.
Aside from giving you a strong foundation of CFML basics (and functions), it gives you a foundation in databases and SQL. The fun doesn't stop there as it also provides tips on better ColdFusion Server configuration, data persistence, generating Excel documents and an intro on Wireless programming - all with explanations, side notes, and screenshots of what's going on. This book is definitely a great one.
What I didn't like about the book was how they purposely left out other juicy basics such as creating user defined functions and more in depth info XML/WDDX. I think these were basic enough to be put in here, but I guess it makes you want to get the other book. However, it's definitely a good buy.
I have the MX one (5th edition) and have read about first 100 pages and damn this book is good. We are using this book for our class, but I am sure we will not be able to finish it off by the end of the quarter ('cause it's big), but I'd like to keep it for a reference. I found it very helpful although I am not that interested in CF.