I really like these two books by Daniel McFadden of Berkeley:
http://elsa.berkeley.edu/users/mcfadden/e240a_sp98/e240a.html
http://elsa.berkeley.edu/users/mcfadden/e240b_f01/e240b.html
Lecture Notes: Econometric Tools http://elsa.berkeley.edu/users/mcfadden/e240a_sp98/e240a.html
Lecture Notes: Econometrics/Statistics http://elsa.berkeley.edu/users/mcfadden/e240b_f01/e240b.html