Lot's of good books already here! In the same spirit as Polya's book "Thinking mathematically" by J. Mason, L. Burton and K. Stacey I learned a lot in the early days with Demidovich book on 5000 problems on mathematical analysis. Tom Apostol books on calculus, but for me his book on analytical number theory. Alongside alan baker's thin book on number theory. Gilbert Strang book(s) on linear algebra. Rudin book on functional analysis. Oh Hardy's book on divergent series! Ian Steward books on transcendental numbers and Galois theory. Elements of algebraic topology by Munkres is a fantastic book. So many books are invaluable to me in teaching not only math but mathematical thinking.

I guess if you want to learn thinking but not necessarily math "thinking mathematically" above mentioned is your friend.