O'Reilly make two particularly good books on .NET, which are ".NET Framework Essentials" by Thuan Thai et al, and "Programming C#" by Jesse Liberty. .NET Framework Essentials is a very fast-paced book and it is quite short too - great for reference.
On the topic of Java, a book that has long been my favourite is Steve Holzner's Java Black Book, as the examples are helpful, if somewhat contrived, and will give you a head start in the Java world. It's a little dated now, but it still keeps its place on my bookshelf.
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