"Parrots For Dummies" is one of the best, easy-to-read, all-purpose parrot information books around! I have a library of almost 100 parrot books, and if I could only recommend ONE general-purpose parrot book, this one would be amongst the top contenders.
As for books specifically about African Greys, I prefer the following:
1 ) "A Guide to Grey Parrots As Pet & Aviary Birds" by Rosemary Low (ABK Publications, 2006)
2 ) "For the Love of Greys" by Bobbi Brinker (Lucky Press, 2005)
3 ) "The African Grey Parrot Handbook" by Mattie Sue Athan and Dianalee Deter (Barrons, 2000)
For touching and entertaining stories about African Greys, try:
1 ) "Alex & Me" by Irene M Pepperberg (Harper, 2008)
2 ) "African Greys" by Sally Blanchard (compilation of articles from Pet Bird Report and Companion Parrot Quarterly)
For serious scientific/veterinary/behavioralist literature on African Greys, I would recommend:
1 ) "The Alex Studies" by Irene Maxine Pepperberg (Harvard University Press, 2000)
2 ) Selected chapters from "Manual of Parrot Behavior", edited by Andrew U. Luescher (Blackwell Publishing, 2006), especially "Captive Parrot Nutrition: Interactions with Anatomy, Physiology, and Behavior" - Chapter 6, "Grey Parrot Cognition and Communication" - Chapter 13, "Parrots and Fear" - Chapter 20, "Problem Sexual Behaviors of Companion Parrots" - Chapter 21 and "Feather-Picking Disorder in Pet Birds" - Chapter 23
Happy reading!
Enjru