This is probably too advanced, but there is Roland Fraïssé's book (which I'm surprised no one has mentioned yet):
Theory of Relations, North Holland, 2000, 456 pages.
http://www.amazon.com/dp/0444505423
(added the next day)
More useful, I think, would be to gather up a lot of undergraduate level set theory texts (Enderton, Schaum's outline, Dalen/Doets/De Swart, Devlin, Hrbacek/Jech, Monk, Roitman, Vaught, etc.) and compile a list of basic results about relations from the text material and the exercises (most will probably be in the exercises). I've often used this method to learn something new. In the U.S. you can find many such books in most any college library under the Library of Congress headings QA 9 and QA 248. As you compile and orgainize the results, you'll become better acquainted with subject, and sometimes you'll even come up with some new results on your own by extending ideas in the results you have. (In my case, I almost always later come across my "original result" published somewhere, usually as an exercise in a book or as an aside in a research paper.)
analysisstudies functions but in a little different way. I'm aware that function is a special kind of relation. But relations are really interesting, they create various patterns - you can draw them as hasse diagrams (relations that create orderings), graphs are relations between vertices. It's interesting to study the properties of these patterns and structures. Maybe relations are only formalism for other branches of math, but maybe more care was devoted to them and this is what interests me. – xralf Jan 19 '12 at 7:51