P. Horowitz, W. Hill. The Art of Electronics (1989) [I have not read the third edition yet]
This book has a cult status that it absolutely deserves.
J.G. Holbrook. Laplace Transforms for Electronic Engineers (1959)
Old but very very good. Contains almost exactly the right amounts of mathematics and electronics applications. Also contains a good, albeit brief, introduction to filter theory.
W.J. Dally, R.C. Harting. Digital Design — A Systems Approach (2012)
Very good book that explains basic digital concepts.
W.J. Dally, J.W. Poulton. Digital Systems Engineering. (1998)
Probably the book to understand low-level issues in digital systems (signalling, logic families etc.); probably more relevant to IC designers but still good to know.
H. Johnson, M. Graham. High Speed Digital Design: A Handbook of Black Magic (1993)
This book covers more low-level issues, mostly at the PCB level this time.
C. Coleman, An Introduction to Radio Frequency Engineering (2011)
The best introductory book I found so far on RF, doesn't skip derivations too often (which are very useful to get a feel for the concepts).
D. Pozar, Microwave Engineering (1998)
The book to read after Coleman. Covers more advanced topics superbly. A lot of it is not all that specific to microwave frequencies either.
H.W. Bode, Network Analaysis and Feedback Amplifier Design (1945)
The book to read if you want theory. Old but good. If only the derivations weren't so tedious to plough through sometimes... definitely not an easy read. Things like notation have improved since then but almost all the actual mathematical content is from this book!