It's not exactly a grammar book, but I like
Sin and Syntax by Constance Hale. Its got the basic grammar stuff, but its also got a lot of other bits of information for crafting sentences and stories and the like. It really pokes around the possibilities of the English language. Best of all,
Sin and Syntax is actually interesting; you can read it like any other book. If you're looking for basic grammar information I'd go for the other books people have mentioned, but if you have enough money left over, try
Sin and Syntax out.