I agree with Castawaydave.
Henry Hay's Cyclopedia of Magic is a great choice. It's more of a "how it's done" than a "how to perform book, but fun and informative none the less. There are many interesting historical entries as well. I may even have a duplicate somewhere on my bookshelves. If youre really interested in buying one, e-mail me and I will check.
Also look for the book, "Illustrated Magic Dictionary" by Geoffrey Lamb (1979)
Another good one but with some date errors in places is T.A. Waters Encyclopedia of Magic And Magicians. There is one currently on Ebay with a buy it now of $20 and a very reasonable $3.30 shipping charge. http://cgi.ebay.com/The-Encyclopedia-of ... dZViewItem
Probably the best reference, but very expensive now a days in book form (hard or comb bound) is Bart Whaley's "Encyclopedic Dictionary of Magic." It is currently available however as a searchable e-book from Lybrary.com. Well worth the $50. I bought it, and still have my limited edition hardbound version I bought back in the 80s as well. Its really not a book (or e-book) for the beginner though, but should the magic bug bite hard and long, it would make a great reference tool down the road. It is not a "how to" book at all, by the way.
Best of luck to you!