I've only got a few complaints about the book, and they are rather minor.
1) The author uses C style casts rather than C++ style casts.
2) The level of const correctness could be higher, Luna largely only uses it when passing references to a function (while I tend to make any function parameters that won't change const - I like the "design by contract" philosophy).
3) The use of global variables in all the example programs. Though considering that this is an introductory book showing you how to use DirectX, not how to make an actual game - this is perfectly acceptable (and the examples would be a bit more complex without them).
Other than that, I have to repeat that it's a great book. I had previously been exclusively using the fixed function pipeline with OpenGL. I thought shaders were intimidating so I hadn't spent much time with them, but it turns out they're actually easy to write/use. The book introduces them at about page 200, then continues with them for the next 400 pages, with a lot of practical demos.
Anyways, now that i've finished reading the book i've started working on a simple game. I've got a basic framework set up, and here's one of the first scenes i've made.
Just a simple heightmap with a sky cube for the background. When you load the heightmap it's split into a number of cells, each with a bounding box for frustum culling. Probably will use some sort of spatial data structure at some point to make culling more efficient, but for the time being there aren't enough terrain cells to give it much of a speedup. You can also walk around the terrain and the camera's altitude follows the terrains. I also haven't implemented the triangle/vertex count yet (probably do that soon).