As of 2015, there is a brand new book that's dedicated solely to gauge/gravity duality. The book is fittingly called Gauge/Gravity Duality, and it was written by Erdmenger & Ammon, based on a course that Erdmenger has been teaching over the past years at LMU Munich (although the book contains much more than be covered in a single course). Lecture notes for (an older iteration of) the course can be found here (link dead now, available through the Wayback Machine).
After about 175 pages of introduction to the necessary prerequisites, the book devotes ~200 pages to AdS/CFT, after which further applications of gauge/gravity duality are treated in the final 150 or so pages.
On the site for the course Erdmenger teaches at LMU (link may expire), Erdmenger suggests the following papers to her students as supplementary reading:
O. Aharony, S. Gubser, J. Maldacena, H. Ooguri and Y. Oz, Large N field theories, string theory and gravity, Phys. Rept. 323 (2000) 183, arXiv:hep-th/9905111.
E. D'Hoker and D. Freedman, Supersymmetric gauge theories and the AdS/CFT correspondence, arXiv:hep-th/0201253.
J. Petersen, Introduction to the Maldacena conjecture on AdS/CFT, Int. J. Mod. Phys. A 14 (1999) 3597, arXiv:hep-th/9902131.
J. Erdmenger, Introduction to Gauge/Gravity Duality, Lect.Notes Phys. 851 (2012) 99-145.
D. Son and A. Starinets, Viscosity, Black Holes, and Quantum Field Theory, Ann. Rev. Nucl. Part. Sci. 57 (2007) 95, arXiv:0704.0240 [hep-th].
J. Erdmenger, N. Evans, I. Kirsch and E. Threlfall, Mesons in Gauge/Gravity Duals - A Review, Eur. Phys. J. A 35 (2008) 81 arXiv:0711.4467 [hep-th].
J. McGreevy, Holographic duality with a view toward many-body physics, arXiv:0909.0518.
Other suggestions from previous (now-deleted) answers:
Lecture notes from Raman Sundrum: "Fixed Points to the Fifth Dimension"