"Panic Attacks Workbook" by Dr. David Carbonell is in my opinion the best self-help book ever written for panic disorder.  It is easy to read with a great sense of humor.  I highly recommend it.  You can buy it on Amazon.com for $12.21.

After reading Dr. Carbonell's book, I highly recommend "Mastery of Your Anxiety and Panic: Workbook" by Barlow and Craske.  The Workbook is designed to be used with a CBT therapist, but it can also be used for self-help.  It was developed by Dr. David Barlow and Dr. Michelle Craske – two of the world's leading experts in the field – and is used by many therapists around the world.

You can order "Mastery of Your Anxiety and Panic: Workbook" from the publisher, Oxford University Press, through their website:  http://www.us.oup.com/us/companion.websites/0195311353/?view=usa or by calling 1-800-445-9714.  If you order from Amazon.com, be sure that you get the Workbook (not the Therapist Guide) and that you get the latest edition, published in 2006.

For more information on the Barlow and Craske approach, see: "Slowing Down and Unmasking the Panic Monster: The MAP Program"

Other recommended books:

"The Anxiety and Phobia Workbook" by Edmund Bourne 

"Triumph Over Fear" by Jerilyn Ross 

"Don't Panic" by R. Reid Wilson 

"Journey from Anxiety to Freedom" by Mani Feniger 

"Overcoming Panic Disorder - A Woman's Guide" by Lorna Weinstock 

"How to Help Your Loved One Recover From Agoraphobia" by Karen Williams 

"Overcoming Panic, Anxiety and Phobias" by Shirley Babior 

"Free From Fears" by Ann Seagrave

Advice on Self-Help Groups