The posts on my retreat and on Ignatian discernment seem to have struck a chord, so I thought that I would post some resources that I've personally found helpful.
For a fairly detailed exposition of the process of Ignatian discernment itself, with practical exercises you can do, Margaret Silf's Landmarks is really excellent. Silf has been called by some one of the best spiritual writers alive today and I would agree with that view.
An excellent book that deals specifically with the Examen is Sleeping with Bread: Holding what gives life by Dennis Linn. The subtitle of the book pretty much explains what the Examen is. It's a review of the day (or week, or month or year) where we simply notice what has given life and what has not given life, without trying to make any sort of evaluation of the events - that is left to God.
Margaret Silf's Wayfaring takes you through the big themes of the Ignatian Spiritual Exercises, again with practical exercises for the reader.
Finally, for those who are looking for a much more academic or intellectual approach to the exercises, Michael Iven's Understanding the Spiritual Exercisesis 'the definitive commentary' on the Exercises and David Lonsdale's Eyes to See, Ears to Hear is a much-respected overview of Ignatius, the Jesuit order and the Exercises.