[Kate]

Hello.

The e_g set of MO's of an octahedral complex is composed of d_z2 and d_x2-y2 orbitals from the metal and which orbitals from the ligand? p orbitals along the 3 axes?

Similarly, what about the t_1g and a_1g set of the octahedral complex?

Final question: does anyone know about books or articles explaining group theory applied to MO theory? 'Cos I don't understand any of this at all and I'd like to.

[Corribus]

Depends on what the ligands are.  Could be p-orbitals, could be s-orbitals, could be d-orbitals, could be hybridized orbitals, could be other molecular orbitals. As long as they have the appropriate symmetry and phase, interactions are allowed.

Any decent physical chemistry book will have a chapter on symmetry treatments of molecular orbitals, including group theory. I recommend Atkins/De Paula or McQuarrie/Simon.