I recommend Old Papers.
It's curious that in all three volumes of that work (searched on Amazon), there's not a single paper by E.T. Jaynes, and just a single mention of him anywhere.
In old papers people know what they are talking about, and how it relates to everything else from their time, and how it relates to what their innovation is, and they explain it all.
Presumably implying that people don't do that now? Is that a general trend, and in other fields than statistics? To take a nonrandom example, Judea Pearl seems to measure up well by those standards.
Wow! Excellent point, and excellent question! Updating. Thanks.
I want to become Stronger!
Udacity are running an Introduction to Statistics course starting on the 25th June 2012.
Many of us could stand to learn some more stats, I certainly could. This seems like a great opportunity!
It is mandatory for all LWers to enroll in this course.
Update: the last line was a joke. Obviously people are not finding it funny. Sorry.