A new book just came across my desk "Customizing the Microsoft .NET Framework Common Language Runtime". This is a book that delves into details most of us will never need to know - but for some (e.g. certain types of ISVs) understanding in detail how to host the CLR is super important and this book covers this area extremely well. It also touches on  how the CLR is hosted in SQL Server 2005 and the many improvements to the hosting apis that are being added for the 2.0 framework. The SQL specific pieces probably add up to 15 to 20 pages across the book (378 pages). The book appears to have a different name on Amazon - but the ISBN matches.

http://www.amazon.co.uk/exec/obidos/ASIN/0735619883/qid%3D1110991304/202-9449623-2075063