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Reddit mentions of Applied Regression Analysis and Generalized Linear Models
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John Fox's book is great. It's mostly linear regression models for continuous variables, but the GLM section is very helpful. If I remember correctly, the second edition is way more helpful with GLM than the first.
For categorical variables Scott Long's book is wonderfully helpful.
Unfortunately both are expensive. Hopefully your library has them.
Any more specificity in what types of variables you might be working with or what your data is like? Knowing what type of link function you're looking for my give you better results from some of the uber statisticians here.
For research methods in behavioral and social sciences, you probably can't get better than Shadish, Cook, and Campbell's : Experimental and Quasi-Experimental Design for generalized causal inference. As far as stats go, the Andy Field books are good and he has one for R, one for SAS, and one for SPSS. I prefer the John Fox book on Applied Regression analysis and the corresponding r book. Here are some links:
http://www.amazon.com/Experimental-Quasi-Experimental-Designs-Generalized-Inference/dp/0395615569/ref=sr_1_1?ie=UTF8&qid=1417220301&sr=8-1&keywords=shadish+cook+and+campbell
http://www.amazon.com/Applied-Regression-Analysis-Generalized-Linear/dp/0761930426/ref=sr_1_6?ie=UTF8&qid=1417220395&sr=8-6&keywords=John+Fox
http://www.amazon.com/An-R-Companion-Applied-Regression/dp/141297514X/ref=pd_bxgy_b_img_y
http://www.amazon.com/Applied-Regression-Analysis-Generalized-Linear/dp/0761930426
http://www.amazon.com/Regression-Categorical-Dependent-Quantitative-Techniques/dp/0803973748
http://www-stat.stanford.edu/~tibs/ElemStatLearn/
http://www-bcf.usc.edu/~gareth/ISL/
http://www.amazon.com/Extending-Linear-Model-Generalized-Nonparametric/dp/158488424X/ref=sr_1_2?s=books&ie=UTF8&qid=1380716057&sr=1-2
http://www.amazon.com/Generalized-Edition-Monographs-Statistics-Probability/dp/0412317605
hope it helps man. good luck. im learning this stuff for my project too