I found this excellent Objective-C Beginner's Guide. I found it to be much more helpful than Apple's own "Learning Objective-C: A Primer" (login required) which is both too sparse and too obtuse to be of much use to someone new to the language.
Another reference I keep coming across is Aaron Hillegass's "Cocoa® Programming for Mac OS X". I've read nothing but good about it. I haven't picked it up myself (yet) but fully intend to do so.
If you're coming to Cocoa/Objective-C development from .NET/C# like I am, there are some good references available comparing the two environments. You need to come at it from a different point of view.
