There's a fair number of books and pamphlets available that will teach you to spin. Hands On Spinning and Spin It!, High Whorling, many spindle manufacturers include pamphlets. I've read and worked with most of them, and if you want to learn to spin proficiently, this is the one I recommend.
First of all, Ms Delaney starts with the presumption that you want to learn to spin well, and you are flat broke. So she discusses how to manufacture each type of spindle she tells you about, and then teaches you how to use it. Total cost for a typical one of her spindles is around $2-3. It goes down a bit if you make them in bulk. All of her information can be used with a purchased spindle, but she's not out to shut people away from spinning if they can't afford $40 to buy a tool. By the end of the book, you'll have the ability to build a turkish spindle, a high whorl spindle, a low whorl spindle, a cotton spindle and a navajo spindle.
Second, she discusses techniques that most introductory spinning books just don't cover. You want to learn how to navajo ply? She covers it. You want to spin cotton? She covers it. You want to do multiple ply yarns? She covers it. You want to learn how to do the long draw? She covers it. You want to learn Andean style 2 ply? She covers it. If it will make you a more independant, more technically proficient, or more culturally knowledgable spinner, she'll teach you about it.
She has the best section on troubleshooting why your yarn isn't behaving as you want that I've ever seen. I managed to hit every single one of her pitfalls at one time or another. They're all described dead on, and her fix *works*.
"So, this book covers spindles," you say. "I use a wheel, how can it help me?" Many of the techniques in the book are not limited to spindles. In fact, really the only ones that are spindle limited are how to make spindles and a few details of how to use a cotton spindle and a navajo spindle. The rest are universal. She may not include pictures of how to do them with a spinning wheel, but the technique is there for you to learn... and very often if you have the technique down on a spindle, transferring it to the wheel is easy.
If I only recommend one book to a new spinner, this would be it.