The picture below is from the Handbook of Model Rocketry by G. Harry Stine, which is one of the original and best introductions to hobby rocketry. This is definitely the book to start with and is currently in its sixth edition.

One interesting thing is that as large and as complex as rockets get, they're still just variations on this basic design. There are fundamental physical principles which restrict what a stable and efficient rocket will be like. Of course, details of design and selection of materials differ widely, but most rockets really are "rocket shaped" and made up of these basic pieces.