Steve Blank/Eric Ries
We use a lot of Steve Blank's and Eric Ries's methodology and thinking for our Market Validation program. We have found that often their processes aren't directly applicable to an NZ environment, however definitely worth a read. If you are a web business check out Eric, if you have any other product, begin with Steve. They are at the forefront of the "Lean Start-up" movement. You can check them out on twitter @sgblank and @ericries. Their better, or at least original, books are below, as are their respective blogs:
The Four Steps to Epiphany
The Lean Start-up
It's also important to know what's happening in your market/industry. Below is an array of statistics websites where you can source demographic data to get an idea of volumes of various customer groups you are considering. Another way to find useful demographic numbers is to go through the process of creating a Facebook advertisement. You don't actually have to spend money to check out the numbers.
We have also included "Porter's Five Competitive Forces". This is a classic theory about what shapes industries. It outlines the threats that any particular companies can have, and is useful reading for anyone entering an industry, or evaluating a market.
Five Competitive Forces