I've just recieved a review copy of the Oxford Guide to Behavioural Experiments in Cognitive Therapy (Bennett-Levy, et al, 2004) from Oxford University Press and it looks very promising. The volume starts with a discussion of the principles involved in devising effective behavioral experiments and then includes 18 chapters each of which discusses the use of behavioral experiments with different problems.

To quote the preface "this book is written by clinicians for clinicians." The discussions are clear and detailed with many concrete examples and suggestions for overcoming common problems. It will be a valuable resource for both students and experienced clinicians.