{PDF} 3D Game Engine Architecture: Engineering Real-Time Applications with Wild Magic (The Morgan Kaufmann Series in Interactive 3D Technology) David H. Eberly

The book combined with the working(!) examples on the CD really get you started. The very first example shows how you can draw an object, view it in perspective projection, rotate and translate the object, and rotate and translate the camera.
The examples use OpenGL API, and I compiled only the VC++ 7.1 project that use OpenGL as the rendering mechanism in VC++ 8.0 on Windows Vista – this works well.
Only complaint is that there is no chapter that explains the matrix model of OpenGL. Sure enough this is to be found in a lot of other books, but if the author had decided to put in a chapter explaining the matrix model – e.g. how the perspective transformation matrix is derived from first principles, then this would be the only book you ever need.