PIC Microcontroller Project Book
Lot's of great PIC project ideas!
Programming and Customizing the Pic Microcontroller
If you are learning to program microcontrollers then Myke's book is good start.
The Art of Electronics
A classic in the field. Teaches you the art and science of linear and digital electronic design.
If you want to learn why your circuit is not working, read this book and you'll know why.
Mobile Robots: Inspiration to Implementation
A very readable introduction to the art of robotic design and implementation from the best
practioners in the field: the MIT Artificial Intelligence Lab!
A set of cookbook style designs for the 8051 and PIC microcontrollers.
A handy reference to have if you need a quick solution to a problem.