Some not so commonly known gems: I will add few more in the next revision; I am reviewing this for today.
1. Over time, there were many references on PROC SQL and I think the following one is a great introduction to PROC SQL, especially to people who have some exposure to Data Step Merge Statement.
An interesting segment that is discussed in this document is the importance of cartesian product merge SQL. It connects the logical branching of all the merge processes as a consequence of cartesian merge. This also discusses the importance of watching out for the merge outputs when there are one to many or many to many merges, a key reason there could be misunderstanding the equivalence of different ways of merging. (Data step vs. SQL)
2. http://www.nesug.org/Proceedings/nesug09/cc/cc21.pdf, brings out interesting ways to merge and create weighted score for the matching variables.
This is a very powerful and simplified tool if you want to select observations for matched sample study.
3. http://www.ats.ucla.edu/stat/sas/modules/sqlmerge.htm, is useful to see which file contributes to with what information. The indicators are similar to (in=ind) option in merge statement with in a data step.