On the basics of (normative) decision theory, I recommend Peterson's An Introduction to Decision Theory over Resnik's Choices: An Introduction to Decision Theory and Luce & Raiffa's Games and Decisions. Peterson's book has clearer explanations and is more up to date than these others. It's main failing is to ignore the work on decision theory in computer science and in Bayesian statistics, but the other two standard decision theory textbooks (Resnik; Luce & Raiffa) skip those subjects, too.

In statistical decision theory you've got Chernoff & Moses and Berger, but they're kinda out of date now and perhaps too difficult for the beginner.