We have a couple of independently produced books out now to help you run your game. One new and one getting more attention.
The first is +Alexis Smolensk's How to Run: an Advanced Guide to Managing Role-playing Games. It just came out last night. From what I can gather (and I could be wrong) this is a guide that is more directed towards the long time gamer (thus the "Advanced" part) and it might be exclusively drawn from a D&D perspective.
The older book is +Mike Shea's The Lazy Dungeon Master. It has the feeling of being on the other end of the spectrum from Alexis' book, but I don't have it either so hard to say. What it says it is guide to help the time constrained DM. It has some good reviews and the content seems to be drawn largely from later editions of D&D. You can read a more detailed review of this book over at The Traveling Spellbook.
While I am sure both of these are very fine books I am wondering about their scope. Or to put it bluntly are they only about D&D? That is fine. D&D is a great game, one of my favorites. But it is not the only game I play. I also don't think I am the target audience anyway.
Over the last 35 years or so of my game playing I have read numerous books on how run games. After a bit they do tend to get a little repetitive. By the late 90s I was focusing most of my time and energy on running Horror games and Horror-themed fantasy RPGs; so my own reading took me in that direction.
For my money the best guide for running a game is still the 1st Edition AD&D Dungeon Masters Guide.
Not only is it a perfect example of High Gygaxian Prose, it is also just so filled with material you need to run a game. I have often thought about doing an RPG.net style read-through of the DMG. Follow it up with the 3rd Ed D&D DMG which is not as good, but still a surprisingly good guide.
If you want to run a horror game (and I often do) then the best guide is still Nightmares of Mine. Written by Ken Hite and published by ICE and Chaosium it is small but filled with material, but it also out of print and not cheap. This handy little guide is everything you need to run every sort of horror game. Straight up horror, survival horror, personal horror, comedy horror. You name it, this book covers it. Failing finding this a copy of Call of Cthluhu or GURPS: Horror are also good choices.
I am looking forward to hearing what people will have to say about these two new guides.