Unfortunately, the textbook we used was an unpublished manuscript, and didn't have anything in the way of problems (one of the reasons I was able to finish it so quickly!). Other books I'm aware of on the subject:
Rational Decisions by Binmore is fairly close, but it focuses much more on the philosophical underpinnings of Bayesian decision theory, and is very much not a textbook (it doesn't have problems, and mathematical sections are explicitly marked as optional).
Smart Choices by Hammond, Keeney, and Raiffa is very similar to this sequence, though they spend more time on determining preferences (which is useful for search problems, like deciding the best job to take or place to live, as they may have many different values that you need to aggregate somehow). It also doesn't have anything in the way of problems, but has more examples.
In writing this comment, I came across Introduction to Decision Analysis by David Skinner. It appears to be textbook length, but as I haven't read it I can't recommend it.
Much later edit: I read and reviewed Thinking and Deciding.
2013 edit: My current favorite book on decision-making is Decisive by Heath and Heath, but it talks about habits that lead to better decisions; it is not at all a textbook. I don't think it even mentions expected value calculation, except perhaps in passing.
This is the introduction (conclusion) to my decision analysis sequence. It covers (much more quickly and less completely) what you would expect to see in a semester-long course on decision making. The posts are:
I'd like to welcome any comments about the sequence here. What parts did I do well? What parts need work? What parts would you like to see expanded (or removed)?
One of the difficulties in posting about a topic like this is that it's foundational: basic, but important to get right. The idea of an expected utility calculation is not new (although the approach I take here may be novel for many of you) and, like I say in the VoI post, there's often more benefit in applying the process to examples than repeatedly talking about the process. The case studies I have access to, though, are not ones I can publish online, and I don't think I can construct an example that would work as well as a real one. Do people have problems they would like me to analyze with this framework as examples?