Listed below are books I have found useful for my work as a data protection consultant. This is independent advice - I haven't received payment in exchange of listing these titles on this page.

Ulrich Dammann - Spiros Simitis: EG Datenschutzrichtlinie - Kommentar
Baden-Baden, Nomos, 1997. ISBN: 3789045179

Written in the classic, disciplined style of German commentaries. Unfortunately, no English translation is available. It has run out of stock at Amazon, but in 2004 I was able to order it at Manz, Vienna. You might try to contact the publisher, Nomos GmbH as well.

Rosemary Jay - Angus Hamilton: Data Protection Law and Practice
London, Sweet and Maxwell, 1999, 2003. ISBN: 0752006231

The ultimate guide on British data protection (and freedom of information) law.

Ferdinand David Schoeman (ed.): Philosophical Dimensions of Privacy - An Anthology
Cambridge, Cambridge University Press, 1984. ISBN: 0521275547

Do we need privacy legislation? What is privacy at all? My favourite essay published in this anthology is that written by Richard A. Posner, titled An Economic Theory of Privacy.

Philip Agre - Marc Rotenberg (eds.):Technology and Privacy: The New Landscape
Cambridge, Massachusetts, The MIT Press, 1997. ISBN: 0262511010

Another must-have textbook. Look for Viktor Mayer-Schönberger's study on the generations of data protection law in Europe.