[zfedoran]

I'm not sure about unreal engine, but for a general overview the "Game Engine Architecture" book is a great starting point.

[hesdeadjim]

That book is great, but it’s discussion of graphical techniques is shallow (by design, it’s an overview book). Real-time Rendering was the book given to me back when I was first learning game development:

http://www.realtimerendering.com/book.html