There are very few English-language books for people learning shogi. The two I recommend are:
Another book you may find is Shogi: Japan’s Game of Strategy by Trevor Leggett. This book is very elementary and is somewhat outdated, having been published first in 1966. However, it does feature a paper shogi board and punch-out pieces, so if you want a really cheap shogi set you might pick this book up. It is still in print.
Two books that are no longer in print but are definitely worth getting if you find them are Guide to Shogi Openings and Better Moves for Better Shogi, both by Aono Teriuchi. They are published in a bilingual edition (English/Japanese) and are the only books on shogi in English written by a Japanese professional shogi player. John Fairbairn did the translation from Japanese to English.
Shogi sets are available from:
George F. Hodges
P.O. Box 77
United Kingdom BR1 2WT
George also sells equipment for all the historical shogi variants (see Shogi variants) (except for Kyoku tai shogi) and also sells back issues of the magazine “Shogi” which he published for 70 issues in the late 70’s to late 80’s. This magazine is STRONGLY recommended; it contains more information about shogi in English than you will ever find anywhere else.
Here are some useful URLs:
This is the main shogi-related site on the internet, with links to almost all the other sites.
This has lots of information, including full rules to most of the shogi variants.
There’s lots of cool stuff on this site; my favorite is the extensive collection of Tsume-shogi (mating) problems, both for beginners and more advanced players.
Steve has written a program that plays almost all of the shogi variants, unfortunately it only runs on Windows :-(
This page has an almost unimaginable variety of rules for different chess variants, including many shogi variants (historical and non-historical).
Those pages contain a large number of variant rules, both ancient and modern.