If you are in CRM 4.0 Development, a must get for you is CRM SDK. You can get the latest version from here : http://www.microsoft.com/downloads/details.aspx?FamilyID=82E632A7-FAF9-41E0-8EC1-A2662AAE9DFB&displaylang=en.
It contains all new information about creating plug-ins, working with custom workflow activities, using the new Web services, using new data management features, and much more.
This SDK contains information for developers writing server side code, custom business logic, integration modules, workflow assemblies, and more. It provides an architectural overview of Microsoft Dynamics CRM, the entity model, security model, and Web services. Sample code and walkthroughs guide you through the new features.
The SDK also contains information for developers customizing the Web client or Microsoft Dynamics CRM for Microsoft Office Outlook, including scripting, integration of custom Web pages, sample code, and a detailed user interface style guide.
Look for regular updates to this SDK. Future releases will include the ISV Guide and Report Writers Guide.