This Adobe PDF is very useful for programming ActionScript 3.0 components:
http://livedocs.adobe.com/flash/9.0/main/flash_as3_components_help.pdf
This is a very practical introductory HTML tutorial:
http://www.adobe.com/devnet/flash/quickstart/getting_started_ui_components/
Note the links in the end of the article:
Using the Button component
Using the Label component
Getting started with Flash CS3 user interface components
Creating, populating, and resizing the DataGrid component
Customizing and sorting the DataGrid component
Filtering and formatting data in the DataGrid component
Displaying images with the TileList component
There is also a series of interesting Adobe video tutorial about components:
Using components:
http://www.adobe.com/designcenter/video_workshop/?id=vid0133
Writing ActionScript for components:
http://www.adobe.com/designcenter/video_workshop/?id=vid0134
Creating a simple application with components:
http://www.adobe.com/designcenter/video_workshop/?id=vid0135
I find that there are less books or online resources about Flash components than other aspects of Flash.