A quick search of Amazon revealed several titles that might interest you. I own two that are very nicely illustrated and easy to follow that I can highly recommend.
They are Spey Flies and Dee Flies: Their History and Construction by John Shewey and Steelhead Fly Tying Guide by H. Kent Helvie.
Shewey's book in particular is excellent. It has several chapters on materials and construction, lots of step by step instruction, and a large gallery of finished flies. What I like best about the book, though, is its extensive treatment of the history and evolution of the Spey and Dee styles from their early origins in Scotland. These days where all kinds of crazy flies that have essentially no characteristics of the original/true Speys are given the moniker, it's nice to be able to see what a true Spey was.
Have fun, and happy tying!
"It don't mean a thing if it ain't got that swing"
- Duke Ellington