These are some of the resources to which I wish I had been introduced when I was younger.
StatisticsTurns out most of science is coding and statistics.
Information Theory, Inference, and Learning Algorithms
The first book I ever read that actually made statistics interesting
Pattern Recognition and Machine Learning
Review of state of the art techniques in machine learning
Bayesian Data Analysis
Theoretical statistics is just the theory of applied statistics
CommunicationYour work won't mean much if you can't share it with others.
Trees, maps, and theorems
More signal, less noise
Confessions of a Public Speaker
You owe your audience a good talk
Don't undercut your work with terrible slides
Shaming bad plots for the good of society
GeometryThis one may be limited to the physicists; physics makes a whole lot more sense when you actual understand the language in which most of it is written.
Gauge Fields, Knots and Gravity
Don't be scared by the title, the pedagogy here is amazing
Kind of like Goldstein for those who actually want to understand from where the equations come