This is my list of what the Chinese would call 非有不可的書 (fei you bu ke de shu) -- "not have, not o.k." books: i.e. these are books you simply have to have! (if you want to do this kind of work --- at least at the amateur level).
These are not listed in any particular order:
1. Glenn B. Wiggins, Caddisflies: The Underwater Architects (Toronto: University of Toronto Press, 2004).
2. Glenn B. Wiggins, Larvae of the North American Caddisfly Genera (Trichoptera) (Toronto: University of Toronto Press, 1977). 1st edition. 2nd edition, 1996.
3. Barbara L. Peckarsky, Pierre R. Fraissinet, Marjory A. Penton, and Don J. Conklin, Jr., Freshwater Macroinvertebrates of Northeastern North America (Ithaca: Cornell University Press, 1990).
4. W. Patrick McCafferty, Aquatic Entomology: The Fishermen's and Ecologists' Illustrated Guide to Insects and Their Relatives (Boston: Jones and Bartlett Publishers, 1998). Originally published in 1981 by Science Books International, Inc.
5. Malcolm Knopp and Robert Cormier, Mayflies: An Angler's Study of Trout Water Ephemeroptera (Helena: Greycliff Publishing, 1997).
6. R.W. Merritt, K.W. Cummins, M.B. Berg, An Introduction to the Aquatic Insects of North America, Fourth Edition (Dubuque: Kendall/Hunt Publishing Company, 2008). Previous editions: 1978, 1984, 1996.
To this I would add as "strongly recommended":
1. Kenneth W. Stewart & Bill P. Stark, Nymphs of North American Stonefly Genera (Plecoptera) (Columbus, Ohio: The Caddis Press, 2002).
2. Thomas Ames Jr., Caddisflies: A Guide to Eastern Species for Anglers and Other Naturalists (Mechanicsburg, PA: Stackpole Books, 2009).