Here's a list of the books you should definitively take a look at:
Delphi XE Handbook - Written by Marco Cantu. The book is a detailed documentation of all the new extensions in Delphi XE compared to Delphi 2010. The book covers only new features in Delphi XE. If you are looking for the RTTI or an introduction to JSON support you'll have to look for the Delphi 2010 Handbook, or if you are looking for information about Unicode you'll have to delve into the Delphi 2009 Handbook.
Delphi in Depth: ClientDataSets - Written by Cary Jensen. This in-depth guide, by Delphi ClientDataSet expert Cary Jensen, shows you how to get the most out of Delphi ClientDataSets. With this book, you will discover how ClientDataSets work, learn how to improve your software with powerful Delphi ClientDataSet features, master the art of cached updates, and build multi-tier applications using Delphi's DataSnap.
Bob Swart's Collection - Bob Swart has more than 10 Delphi books published on Lulu. titles include: "Delphi XE DataSnap Development Essentials", "Delphi XE Development Essentials", "Delphi XE Starter Essentials ", and more.
Of course, all the books will help you pass the Delphi Certification Tests :)