What are the books you advise describing methods or steps required to make a successful penetration test?
I have a base knowledge of common security checks, but it would be great if someone more experienced describes the full test.
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I am partial to the appsec side of penetration-testing.
Most of the other answers seemed to be focused on web pen-testing or network pen-testing.
If you really want to learn network pen-testing, I'm surprised there has been no mention of:
If you want to learn the business process side of pen-testing, you'll have to check out Valsmith and H.D. Moore's work on Tactical Exploitation. I also recommend the Trace Security "Social Engineering: The Art of Human Hacking" book and the older "No Tech Hacking: A Guide to Social Engineering, Dumpster Diving, and Shoulder Surfing" from people who seem to have done PTES style pen-tests hundreds of times and let go with some practical knowledge of how to deal with situations instead of just technology.
You also may want to check out some fiction (e.g. Zero Day, Stealing the Network: The Complete Series Collector's Edition, Final Chapters) and some non-fiction (Zero Day Threat, Fatal System Error, No Place to Hide, etc). Yes, I've read all of this stuff except Zero Day: A Novel, which I just started. Haven't heard much about "The Lure" or Kingpin yet, but I plan on checking those out as well.
You could do much worse than Hacking Exposed. It's a really good introduction to this side of things, along with the associated series like Hacking Linux Exposed and similar books on Windows, Wireless Security etc.
Update: Should have mentioned the OSSTMM as well - as far as general security testing methodology goes, it's not bad.
To an extent it varies depending on the types of testing that you're looking at. Here's some one's I've liked.
Other - slightly more specialist topics
Get the list of other relevant pentesting books here: http://www.ivizsecurity.com/blog/security-books/
I am missing the following excellent book from the list. Highly recommended
I will recommend a book for Wireless Pentesting is (Wireless Pentesting with Backtrack 5) This book is very good to learn Wireless Penetration testing and book is full with practicals.
And the book author also created a free video series on this book have a look: