As mentioned in another subthread, Pugh's Real Mathematical Analysis is great, and better motivated than baby Rudin. Wilf - Generatingfunctionology (CRC 3rd ed.; free 2nd ed. pdf[1]) Lovasz - Combinatorial Problems and Exercises (AMS Chelsea) The classic probability book is Feller (2 vol), but it's absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier). Dover publishes at least three good books on counterexamples and pathological cases: Counterexamples in {Analysis, Probability, Topology} [1] http://www.math.upenn.edu/~wilf/DownldGF.html [2] http://www.dartmouth.edu/~chance/teaching_aids/books_article... (http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html)
Also recommended in this reply