Other than doctors or scientists I’d say there’s no other industry than web development that requires more continuous education. I probably spend about 25% of my work week either learning something new or looking something up (usually the latter!)
I used to make treks to the bookstore but lately I’ve been buying stuff online, the first online book I bought was the ever popular AWDwR, last weekend I bought Flexible Rails (which is very good, taught me some Flex things I didn’t know as well).
Today I found Peep Code which are looooooong screencasts on topics like RJS Templates and TextMate Basics for Rails, very focused stuff that might not make it to print but is very desirable for the right market i.e. me 
One on demand service I didn’t like was Safari by O’reilly. You could only download five chapters a month and it felt like you where been nickled and dimed. I would buy from them if I could download a PDF of an entire book, one at a time without a subscription, but they force you to read everything on the site.
One Comment
I’m glad you’ve found PeepCode useful!
We try to keep screencasts at about an hour so you can really get into a topic and learn something. All current screencasts also have a chapter menu so you can easily jump to a section without needing to view the entire movie in one sitting.