This review comes to you from a very recently certified PMP. I had bought the PMBOK, Head First, and the exam prep books by Rita Mulcahy and Andy Crowe. Then this book by Kim Heldman fell into my hands and quickly became my favorite.
Comparing the study guides I would say that the PMBOK is basically a cure for insomnia. It doesn't even cover the PMI Code of Professional Ethics and Conduct, which is on the test; although you can get the code from PMI's website. In fact there are a lot of things on the test that aren't covered in the PMBOK, which is why you'll need a supplement. The Head First book is like a PMP for Dummies book (the actual Dummies book should be avoided). Head First will give you a lot of white space, cartoons, and jokes. It's great for explaining concepts, but I wouldn't stake the entire exam on it. Rita's book, while less dense than the PMBOK, is very boring and pedantic. Rita's bonus CD is an insult. It includes a mere 24 practice questions and is meant as an appetizer for her website practice test engine which will set you back several hundred dollars. Andy Crowe's book is also heavy on the white space and light on content. Crowe claims his book will have you pass the test on your first try, but he covers barely enough information to get you there. If you memorize everything he has to say, you might squeak through; several of my co-workers used Crowe and didn't make it. Crowe's book includes a sealed card with a numeric key that gives you access to his website for 7 days. Both Rita and Andy are making money on the extras - boot camps, e-learning, practice tests, flash cards, quick reference cards, etc. Everything is added cost and the books are full of promotions for the extras.
Heldman's book was a breath of fresh air. She covers the process groups and knowledge areas with far more detail than any of the other books, including the PMBOK. Her explanations are straightforward and easy to understand. But for me the best part was the Bonus CD. Heldman doesn't nickle and dime you for extras. Her bonus disk includes flash cards, the entire book in searchable PDF format (and the Adobe Reader software to read it), the entire book is also available in audio so you can listen to it in the car or jogging, and finally she includes two complete practice exams for both PMP and CAPM.
The book itself presented the information very well, but I fell in love with the bonus disk. Studying for the PMP isn't much fun, but between the flash cards and the audio chapters, it was bearable. The only caveat was that I found a couple of errors on the practice tests, which is why I'm giving the book 4 stars instead of 5. I used a lot of different practice tests in preparing for the real exam and found an error or two on most of them.
This was my favorite study guide for the PMP. And I did pass on the first try.