The Steel Designers Manual is an excellent resource for steelwork design in accordance with BS 5950:2000.
In addition, the BCSA also publish two volumes of worked examples to BS5950:2000. (they are companion publications to the 'Blue Book').
I am not aware of any publications dealing with Eurocodes yet - they are not current here in the UK, and I believe that a lot of the EU countries have yet to publish their National Annexes for the Eurocodes.