BizTalk 2006 Recipes: A Problem-Solution Approach
Beckner, Goeltz, Gross, O'Reilly, Roger, Smith and West
This is the only must-have book I've read yet around BizTalk Server. Not only does it take you through a 'problem-solution' approach to core BizTalk artifacts and tasks (ports, adapters, messaging, orchestrations), it walks you through common design scenarios (convoy, common exception handling and custom components).
The only areas that it was a little light on were around the Business Rules Framework and Business Activity Monitoring. Oddly enough, these are also the areas that Mary Kay doesn't leverage, so my lack of experience in this area may have left too big of a hole to fill for a book. It will take some noodling.