I'll second this recommendation - I bought the printed copy, and I'm constantly going to it for reference. The fact that it's available for free is just an added bonus. I would also suggest Elements of Statistical Learning: http://www-stat.stanford.edu/~tibs/ElemStatLearn/ As well as Duda, Hart, and Stork's Pattern Classification: http://rii.ricoh.com/~stork/DHS.html
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