The second edition of Paul Hagues and Peter Jacksons 'Market Research' provides an excellent introduction to the theories and general practicalities of market research. It has a clear and well balanced approach, covering all the major market research topics such as sampling, data collection and analysis, as well as the key methods used in both quantitative and qualitative research.
I would recommend this book to any one wanting a straightforward and well written introduction to the world of market research.