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I'd like to get some information on what are the differences between binary file formats (e.g. ELF vs. COFF), how are they implemented, and what resources (books, tutorials) I need to develop one (a basic one, though I'd like info on more advanced ones too..)

Thanks in advance!

ELF, DWARF & OMF file format specification
COFF (I don't know how good this is)

But honestly google is your friend for such questions.

For file formats www.wotsit.org is also a good resource. It appears not to be updated too often and at times doesn't contain some weird format, but it does have the common formats.