Ecologist and geographer checking in. I do species inventories for national parks. I’ll recommend a couple, if you don’t mind.
One author you should rush out and read posthaste is Edward O. Wilson. He has authored or co-authored a number of absolute masterpieces in the realm of biodiversity, including the eponymous Biodiversity, The Diversity of Life, and many others. He’ll give you an idea of the general diversity of classification.
As for the theory of taxonomy itself, this is a pretty good textbook. Lest ye think that Linnaean taxonomy is written in stone, however, you should be aware of books such as this, which presents problems with conventional taxonomy and proposes another system.
As far as a book describing all existing taxa, to my knowledge, such a thing does not exist. Someone may correct me on this, but my understanding is that, especially since DNA typing became standard, the science of taxonomy is one of the most dynamic fields of study on the planet, with species being reclassified, hopping genera, family, and even class with wild abandon as new genetic information is uncovered. Essentially, a book written describing the state of all known taxa would be obsolete in a year, tops. Then there’s the practical matter of the sheer number of taxa, and the rate of their discovery. 250,000 species of insect known, with hundreds more being added every year. Millions upon millions of species of bacteria, fungi, diatoms, etc. completely undescribed by science. It’s a huge, huge task, and we haven’t even begun to begin to scratch the surface yet.
If you want good books about specific taxa, well, they’re in a constant state of panic and flux, but there are some decent ones out there. I could help a little if I knew what major taxa interested you in particular.