These are books that will help you learn electronics and make things. These are books I have in my library and recommend!
Electrical Engineering 101
This is a great book to learn electrical concepts. Darren is a friend and is very good at explaining things in a way that is straightforward. Darren cuts to the chaste and gives you the skinny on what you should know.
Active Filter Cookbook
This is a must have for any working Engineer that need to build analog filters. It is my goal to sometime write a book half as good as this one. Used copies can be found on Ebay.
The Art of Electronics
Paul Horowitz & Winfield Hill
H&H originally wrote this book to assist technical, non electrical engineering, masters and doctoral student in building and troubleshooting the equipment needed for their research. The result was a really really good reference book on most things electronic. They even give examples of circuits that won't work. I have used it as the text book for a electrical technicians class and I keep a copy at my desk. Since it was developed as a University text book, it is extremely expensive. I recommend looking for a used copy.
The Art of Electronics
Staff at Analog Devices
When God has questions about implementation details of the universe, he asks his angels. When the angels have questions about electronics they ask the staff at Analog Devices. This is a one stop engineering reference covering data convertors. It starts with basic fundamentals and goes into techniques and applications. Best of all it can be obtained for free online. You can buy a hardcopy when you figure out just how great a book this is.
The Engineers' Manual
Prof. Hudson taught at M.I.T. back in the late 19th century and early 20th century. At this time electrical engineering was just emerging as its own discipline. Mechanical engineers needed to connect batteries to motors and design relay control circuits. Prof Hudson understood that building an industrial society required trained engineers, more than they could train at MIT. He wrote this handbook as a collection of things to which an engineer should have access. It became the bible of the self trained engineer. I swear I could build a hydro-electrical system in some third world village using only this book. Of course this book is out of print but copies are available on Ebay and such.