Victor,
I dont use books much anymore. i do purchase the odd one here and there, but to me buying Books is old hat.
1. I'd rather find demo software with tutorials or find YOUTUBE tutorials, things like eg. http://www.youtube.com/watch?v=PhZKyvzFzS4
2. In a discovery process, I like hand drawn UseCase diagrams, use your mobile phone to snap and load images. Or, if you can, use paper! Why? because if the drawing is wrong, we throw it into the bin and start again. This process provides much better requirements and behavioural documentation (usecases).
In my experience, people who have spent hours making beautifull VISIO diagrams that are wrong will "fight" you because they dont want to change them during the discovery process. To me, usecases are all about the narrative and not so much about the diagrams.
I like using software tools (other than visio) to create UseCases and track Requirements after the discovery phase. Try the demo versions from caseComplete or Enterprise Architect from Sparxsystems, you end up with a much better requirement/usecase product.
Sorry, I couldnt recommend a good Visio UML Book, mate, perhaps some of the other readers might have some book recommendations.
All the best!
warm regards,
K