It's an oldie but a goodie. It talks a lot about split testing from the print days -- catalogs, newspaper classifieds, etc. Writing headlines gets its own chapter. Really great book. Really easy to read and understand. The current edition is the 5th edition. You can get it from Amazon.
I can't recommend http://copyhackers.com/ highly enough. The blog and mailing list are good, the ebooks are excellent. Joanna has figured out how to teach geeks to write powerful copy.
The adweek copywriting book by Joe Sugarman is full of great stuff. You should also buy the cheap fake gossip newspapers in the supermarket and study the ads. You will learn a bunch from them.
