I have the dubious distinction of having hired a friend back in 1997 to write perhaps the first PE compressor utility. It eventually became the core of http://www.neoworx.com/products/neolite/ (a competitor to Shrinker).
He mentioned recently that he found "Windows NT/2000 Native API Reference" by Gary Nebbett http://www.amazon.com/exec/obidos/ASIN/1578701996/ to be useful in updating his compressor to handle .exe's that use some of the newer API calls.
http://kt.linuxcare.com/kernel-traffic/kt20000724_77.epl mentions it, too, as do many posts in comp.os.ms-windows.programmer.nt.kernel-mode, so it appears to be useful.
Just thought I'd mention that book in case anyone here hasn't heard of it. - Dan