More links to be added soon, but here are a couple good ones to start:
The Official Guide to the California Midwinter Exposition
A scanned 200+ page book from the day full of information about the exhibits, buildings and attractions. Plus many fun advertisements from the day. A great place to get a lot of detail about the fair.
In Remembrance of the Midwinter International Exposition
A neat old book with very detailed etching-drawings showing scenes from the fair and San Francisco in general.