I think Collins 'Complete British Insects' by Michael Chinery is a really good book for moths. Don't be put off by it not being solely on moths (moths are covered in about half of the book) and the photographs in it are excellent and it also has a handy section on caterpillars. The text is rather brief however.
There is also the Reader's Digest 'Field Guide to Butterflies and other Insects of Britain' which I have found extremely useful and has excellent illustrations and text. Each page covers an individual species unlike my other recommendation above which has several on one page. It has illustrations of all stages of life-cycle: egg, caterpillar, chrysalis and then the adult moth.
Both of these books are excellent. Although if you'd prefer a book which covers just moths I'd recommend the 'Field Guide to the Moths of Great Britain and Ireland' which has already been recommended before me.
Below are links to the my recommendations ...
http://www.amazon.co.uk/Collins-Comp...e=UTF8&s=books http://www.amazon.co.uk/Butterflies-...e=UTF8&s=books