Here are two good ones. Neither one shows how to tie jigs (I don't know of any book that does.) But they will teach you tying techniques. Also, they both show you how to tie the Woolly Bugger. The basic "chenille and marabou" jig is just a simplified Woolly Bugger.
This book only teaches 6 or 7 patterns, but they're 6 or 7 UNIVERSAL trout patterns. (The Woolly Bugger will catch anything, though -- trout, bass, bluegill, crappie, catfish, carp.)
http://search.barnesandnoble.com/Bas...724739/?itm=15
This second book is much more detailed with many more patterns.
http://search.barnesandnoble.com/Fly...4158452/?itm=3
I'd also suggest checking out youtube for some good videos. Bass Pro has a great jig tying video as well.