Here’s my take on all the various books out there, most of which I decided I needed at the time, but that has since changed. I think where you are on your journey is important to be aware of. If you are just starting out jumping in the Definitive Guide to DAX can be overwhelming, least in my view.
Just starting out:
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Power Pivot and Power BI: The Excel User’s Guide to DAX, Power Query, Power BI & Power Pivot in Excel 2010-2016 by Rob Collie. He does a great job of introducing you to the world of DAX without getting into the thick of it. May be a little outdated now, but the topics and theories are still applicable.
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M Is for (Data) Monkey: A Guide to the M Language in Excel Power Query by Ken Pus and Miguel Escobar. Written in the same fashion as #1 (less formal, more conversational) it provides someone just starting out a good starting point
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Power Query for Power BI and Excel by Chris Webb. Goes a little deeper that #2 above, but still relatively painless.
After getting through those I would then venture into more technical books:
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Definitive Guide to DAX, The: Business intelligence for Microsoft Power BI, SQL Server Analysis Services, and Excel by the SQLBI. Pretty much the bible of DAX. Anything and everything is included.
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The Data Warehouse Toolkit: The Definitive Guide to Dimensional Modeling, 3rd Edition The Definitive Guide to Dimensional Modeling by Ralph Kimball. While not PowerBI specific, this book is a tremendous help on how to set up a correct dimensional data model, of which DAX is optimized for.
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Analyzing Data with Power BI and Power Pivot for Excel by the SQLBI. Specific to Data Modeling, though I think having the knowledge from #2 above would be greatly beneficial, which is why I put it before this book
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Collect, Combine, and Transform Data Using Power Query in Excel and Power BI by Gil Raviv. Excellent book on PowerQuery and M.
Others books:
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DAX Patterns: Second Edition by SQLBI.
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Power BI MVP Book: A book of tricks and techniques for working with Power BI Has some interesting things in it, but I wouldn’t buy it again
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Pro Power BI Architecture: Sharing, Security, and Deployment Options for Microsoft Power BI Solutions by Reza Rad. My version was riddled with spelling errors/pages missing and generally just hard to follow. Wouldnt buy this again knowing what I know now
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Pro DAX with Power BI: Business Intelligence with PowerPivot and SQL Server Analysis Services Tabular by Phillip Seamark and Thomas Martens. Different way of looking at a lot of the same topics in other books. But sometimes that is helpful.
With all that being said, I got the most out of Sam’s course. I think it comes down to what type of learner you are. For me, I am visual so while reading it can help actually getting into helped alot more. Things can seem way to easy just reading in a book that you can start to think “oh, yeah, I can do that” till you are faced with a blank PBI file and have to go to work.