* "An Introduction to Statistical Learning" by James, Witte, Hastie, and Tibshirani: possibly the best intro to the topic I've seen.
* "Introduction to Linear Algebra" by Gilbert Strang: possibly the best intro to the topic I've seen.
Also, here are some books that are not properly textbooks but could be used as such:
* "Robot: Mere Machine to Transcendent Mind" by Hans Moravec: remarkably prescient, in hindsight.
* "On the Origin of Species" by Charles Darwin: I was surprised at how readable it is.
* "The Selfish Gene" by Richard Dawkins: It made me question a lot about a lot.
* "The Better Angels of Our Nature" by Steven Pinker: I was shocked at the violence in our past.
* "Gödel, Escher, Bach" by Doug Hofstadter: an intellectual tour de force.