Here are a few great reference books that might be worth your time to check out:

“Microsoft Dynamics AX 2009 Programming Unleashed”

“Dynamics AX 5.0 is the latest release of Microsoft’s Enterprise Resource Planning (ERP) solution. Dynamics AX is one of the fastest growing products within the Microsoft product line; Microsoft has publicly predicted that Dynamics will be their next billion dollar a year product suite. Dynamics directly competes with SAP and Oracle and has steadily gained market share, especially in mid-sized accounts. This book offers .NET developers unique insight to leveraging their Microsoft programming skills to extend Microsoft Dynamics AX 5.0. This information is sorely needed by the marketplace. The few books on Dynamics AX cover topics of interest to System Administrators, and have little of any depth of coverage needed by developers. As more and more organizations use Dynamics AX, they will need their developers to customize it, modify it, extend it, integrate it with their legacy apps, etc. There is little information even online about how to do this. John Bourgeois is an accomplished technical instructor at Avanade, and has unsurpassed experience leading implementations of Dynamics AX at major corporations.”

I haven’t gotten my hands on it yet, since it is for the 2009 version, however I have heard great pre-reviews about it.

For the previous version which is still being implemented:

“Inside Microsoft Dynamics AX 4.0″ – it looks like you can pick it up for pretty cheap used these days.

“Dive deep in to the architectural details of Microsoft Dynamics AX to make relationships clear and development tasks easier. The first part of the book is aimed at consultants and developers who are new to Microsoft Dynamics AX but have backgrounds in business application development using traditional languages, frameworks, and tools. It describes the architecture and development environment and explains key application frameworks that developers need for their customization, extension, and integration projects. The second part of the book is a reference guide for developers who work with Microsoft Dynamics AX deployments, with information on developing new functionality and supporting users. It covers more complex development concepts such as advanced forms and reports, reflection over the application metadata, performance, upgrades, migration, and setup. This is the first book written by the Microsoft product group architects and the first to take developers deep inside Microsoft Dynamics AX.”