By far the best book out there for building components and controls is by Nikhil Kothari. I've been bugging him to write an update of the book for 2.0 but so far no dice on that front. If you're even considering writing your components and/or controls (or don't know the difference and want to) in ASP.NET, buy his book. Nikhil also maintains a blog (and is an avid photographer and currently active on the Atlas project).
Amazon Link: Developing Microsoft ASP.NET Server Controls and Components
Steven A Smith
President, AspAlliance LLC
CIO, Lake Quincy Media, LLC