EVE Online is a massively multiplayer game unlike any other on the market. With 220,000 subscribers connecting to a clustered supercomputer of over 60 servers running in the same persistent universe of 5,000 star systems, it is staggering in its depth, and there's a lot of demand for EVE Online guides out there.
First - because of the nature of EVE Online's architecture, a lot of the conventional “MMOG" guides don't work terribly well. Most MMOs can handle 300 to at most 2,000 players on a given server, and often run multiple instances of multiple servers (City of Heroes, for instance, runs 18 servers at last count). EVE Online runs one server for English speakers, one server for Chinese customers, and all players run on the same server.
This does mean that any EVE Online guides are applicable to a wider chunk of the user base, as there are fewer variations in code bases and social customs by servers. It also means that there's a significant demand for EVE Online guides; there's a lot to learn about a game as large and as open ended as EVE Online is.
The first thing a good EVE Online guide will cover is skill selection and training. While there are third party applications like EVE Monitor, to help you select skills, the fact that EVE Online's skill selection and training has more to do with the length of time spent playing than what quests, missions, etc that you've done is important. There are a lot of people who've spent a great deal of time in the game - since it was in beta, making their characters, and letting their skills rise over time. Not all of them are worth listening to, but many of them are - and they're the primary authorship base for EVE Online guides.
The next thing a good EVE Online guide will do is walk you through the core concepts of the game, and one of the best EVE Online guides is the one that appears on the EVE Online home page, covering what makes EVE Online different from other MMOGs.
However, there's more to EVE Online guides than characters - there's also equipments (what weapons to put on what ships from what factions), economic guides (what resources to go after in what sectors, and what to look for in terms of opportunities), play style (how to form corporations, and how to build trust with your corporation mates to make sure that someone is watching the store) and how to market your technology and blueprints to maximize your in game cash flow in ISKs.
As you can see, there's a lot of ground to cover in an EVE Online guide. Most run between $15 and $50 - look for reviews of specific EVE Online guides before you buy, and make sure they're updated for the Trinity client.
Derek Smithson has written articles on EVE Online ships and the EVE Online free trial which is available, as well as a number of EVE Online guides .