Please see Feng Yun's list of recommended books. More specifically, the following books are recommended for beginning and intermediate students in her weekly classes.
First year students who are playing go for the first time should get
Learn to Play Go, Volumes 1, 2 & 3
Graded Go Problems for Beginners, Volumes 1 & 2.
Returning students who have played go for a year should get
Learn to Play Go, Volumes 3, 4 & 5
Graded Go Problems for Beginners, Volumes 2, 3 & 4.
The Learn to Play Go series, by professional player Janice Kim, covers beginner through intermediate levels and is good for reviewing concepts taught in the class. These books are available from amazon.com.
The Graded Go Problems for Beginners series provides a lot of practice problems. These books are available from Kiseido.
Feng Yun will also recommend books for her more advanced students individually according to her analysis of their strengths and weaknesses.