several years ago, i took a class from prof tibshirani using this book and was absolutely blown away. if you don't have a deep stats background (as i didn't), you might find it scarily dense, but wow there's some good stuff in there.
http://www.amazon.com/Principles-Statistics-M-G-Bulmer/dp/04...
It's kind of old, but it helped me a lot...
Edit: It's also on Google Books, if you want to take a look