For an introduction, I would recommend Probabilistic Programming & Bayesian Methods for Hackers by Cam Davidson-Pilon

It's highly visual, cuts straight to the value and backfills gritty details later, has lots of examples, has interactive code, and is freely available at http://camdavidsonpilon.github.io/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/#contents

For an introduction, I would recommend Probabilistic Programming & Bayesian Methods for Hackers by Cam Davidson-Pilon, freely available online.

From its description:

An intro to Bayesian methods and probabilistic programming from a computation/understanding-first, mathematics-second point of view.

It's highly visual, cuts straight to the value and backfills gritty details later, has lots of examples, has interactive code (in IPython Notebook).