Judy Beck's Basics and Beyond is considered to be the basic text of CBT for depression - it's an easy read and should give you a good flavor for the treatment.
However, you should also remember that CBT for specific disorders is somewhat variable (e.g., CBT for OCD is quite different than CBT for depression). I still think that the Judy Beck book will be the most useful, but a great volume outlining CBT for specific disorders is Dave Barlow's Clinical Handbook. It's invaluable - there's a chapter on each of the major disorders, with a thorough review of the literature, description of treatment procedures, and a vignette. It's excellent, but a bit dense.
