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The Dialectical Behaviour Therapy Skills Workbook
When I underwent DBT, my therapists said that all of the skills and worksheets used are taken from this book. We were encouraged to buy this but it is not 100% necessary.
If you are on a waiting list for DBT (which can be VERY long, in some cases it can take years due to demand) this may help you get familiar with a few skills before you start. It is an intense treatment so having a sense of what to expect is something that could have really helped me.
While DBT is the recommended treatment for Borderline Personality Disorder, these are skills that can benefit anyone's life in some way. The general DBT book is the green one (the one provided here) but there are also many other colours that are all tailored for specific conditions, such as Bipolar disorder and Bulimia.