There are four things that got me through grad school: 

• PhD comics, which taught me that I was not alone
• Getting What You Came For, a book that is surprisingly practical and well-grounded in first-hand experience
• Many discussions over coffee with the senior PhD students in my lab and in the larger research community
• Great mentors

I learned some good and bad habits for doing research and writing along the way.

Because I primarily did lab experiments, some of this may not generalize to other disciplines and methods. For those of us in the social sciences, Becker's Tricks of the Trade book is extremely useful. The scientific method can often seem to be this pristine, holy grail of a goal, but it's really just a set of work practices that you can easily acquire (e.g., legitimate peripheral participation), starting as a research assistant and learning your way up through the ranks to the point where you have a sense of what makes for a "good" research direction, research question, and experiment design. Just get your hands dirty and start learning.

The first time I ever published a peer-reviewed conference paper, I experienced the emotional rush that got me hooked on research. My PhD advisor, Cliff, often talked about that wonderful moment when you've analyzed your data and learned something that the rest of the world doesn't know yet; that excitement comes the joy of discovery and from the anticipation of sharing what you've learned. 

Of course, sometimes experiments just don't pan out and sometimes reviewers don't agree that your research is worth publishing. In one of the Psych courses I took at school, Al Bandura taught us about dealing with rejection and moving on. He recommended this little book that tells the stories of many influential and famous people who were rejected many, many times over before finally getting to shine. Failure and rejection happen. It's up to you to get over it and move on.

While books can be useful and uplifting, people are really the ones who make grad school bearable and worthwhile. Getting to know my lab mates, our faculty, and the larger research community (outside of campus) made the biggest difference for me. It might for you, too. Putting faces to the names that you cite makes the whole literature reviewing process that much more human and interesting. Actually getting to know those people, not just their faces and names, makes doing the research (e.g., sharing and bouncing ideas) even better. 

I used to think that going to conferences was just like going to lectures -- you sit, listen, and maybe ask a question or two. Over time, I've realized that it's really about bringing the people together and getting to know them. Why else would everyone bother flying around the world just to present material that's already written down and published? Take advantage of the coffee breaks and unstructured time.