When Bad Things Happen to Good People, by Harold Kushner - I'm reading this one now and it's really been a great book for me. Like what scm said about Healing Through Dark Emotions, it's making me understand that my own loss is a natural part of life. The big picture helps keep things in perspective. It's also prompted me to reconsider my previous views on God and religion which is helpful on another level.
Lifetimes, by Bryon Mellonie - I bought this to help explain death to my 3 year old and found it very comforting, as well. "There is a beginning and an ending for everything that is alive. In between is living." Regardless of how short her life was, it was a life and that means a lot to me. She was real and I loved her. Will always love her.