Books that I'd like to use for textbooks. Astronomy books might be out dated.
Some books were reviewed or cited for astronomers in the AstroStatistics slog.

• Adaptive Filters by A.H. Sayed (preferred to Haykin's. AF was my favorite subject from EE courses)
• Numerical Methods for Nonlinear Estimating Equations by Small and Wang (as a reference)
• Data Analysis Using Regression and Multilevel/Hierarchical Models by Gelman and Hill
• Pattern Recognition and Machine Learning by C. Bishop
• Model Selection and Multi-Model Inference by Burnham and Anderson (Claerkson and Hjort, or Konish and Kitagawa may replace this)
• Elements of Information Theory by Cover and Thomas
• Linear Regression Analysis by Seber and Lee
• Elements of Large-Sample Theory by Lehmann
• A Course in Large Sample Theory by Ferguson
• All of Nonparametric Statistics by Wasserman
• All of Statistics by Wasserman
• Digital Signal Processing by Proakis and Manolakis
• Convex Optimization by Boyd and
• An Introduction to Modern Astrophysics by Carroll and Ostilie
• An Introduction to Modern Cosmology by Liddle
• Galactic Dynamics/Astronomy (depending on audience) by Binney (and )
• Statistical Signal Processing and Modeling
• Mathematical Statistics by Shao
• Statistical Inference by Casella and Berger
• Bayesian Data Analysis by Gelman, Carlin, Stern, and Rubin
• Probability and statistics : the science of uncertainty by Evans, M. and
• ...

Books that I didn't like for textbooks.

• Design of Experiments: Statistical Principles of Research Design and Analysis by Kuehl
• Applied Regerssion Including Computing and Graphics by Cook and Weisberg
• Probability and Statistical Inference by Hogg and Tanis
• Probability and Staitstics for Engineering and the Sciences by Devore
• and more. Some are really good reference books but not good for text books. There are so many published books

Other useful books, say for general reading and dragging interests in statistics from non statisticians.

• Teaching Statistics a bag of tricks - A. Gelman and D. Nolan
• The Lady Tasting Tea by by David Salsburg
  Gives a good glance on the histroy of statistics.
• Ph.D. is not enough
  This book is for physicists but could work well for ph.d's of other disciplines.
• The Drunkard's Walk by Leonard Mlodinow (Steven Hawking's review available)
• Ah..the survival guide from IMS

Looking for a good history book in statistics and astronomy.
The following was found somewhere, of which resource is not sure at the moment.
Hipparchus (4th c. BC): Average via midrange of overvations
Galileo (1572): Average via mean of observations
Halley (1693): Foundations of actuarial science
Legendre (1805): Cometary orbits via least square regression
Gauss (1809): Normal distribution of errors in planetary orbits
Quetelet (1835): Statistics applied to human affairs
From my understanding, against the history of many centuries, the relationship between two fields began to diverge around the turn of the 20th century. Astronomy married to physics. Statistics born many children to wed various fields, agriculture, biology, medicine, pharmacy, social science, economics, politics, and manufacturing industry.