Actually, before you worry about the other resources in this comment - start with _Let's Build a Compiler_ (http://compilers.iecc.com/crenshaw/) - it'll make compilers seem much less intimidating. Follow along in Python, Ruby, Lua, whatever.

Earlier today, somebody asked about parsing. There's much overlap with my answer to that (http://news.ycombinator.com/item?id=1820858), though I would doubly recommend getting one of the Appel books.

I'm Not A Fan of the old Dragon book. I haven't read the new one or _Engineering a Compiler_ (yet), though.

I highly recommend _Essentials of Programming Languages_, though it focuses on interpreters rather than compilers. There's a chapter at the end of the first printing (they cut it from the second and third editions, le sigh) about taking a CPS-based interpreter and turning it into a compiler, too. Very cool.

_Lisp in Small Pieces_ has good content about compiling "dynamic" languages (with a Lisp-y flavor, of course). The Rabbit and Orbit papers at http://library.readscheme.org/page8.html are good, too.

Also, since you seem to have the same quirky, self-taught background I do - I found tinkering with low-level implementations of Forth to be very helpful in understanding virtual machines. Read the source to jonesforth (http://www.annexia.org/forth) and/or write a Forth in C, it will teach you quite a bit. Also, read about Lua's virtual machine - it's small, clean, and very well engineered.