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Regression models for categorical and limited dependent variables
(Volume 7 in the series: Advanced Quantitative Techniques in the Social Sciences)
by J. Scott Long (of Indiana University, Bloomington)
published by SAGE Publications, Inc. (1997) ISBN: 9780803973749
is a great book if you have a dependent variable that is not continuous. By covering a wide variety of regression methods (e.g. logistic, ordinal logistic, multinomial logistic, Poisson), Long makes us see the connections among them, and how to apply each. The mathematical level is moderate - this is not a Theorem Proof book, but rather an applied one.