I've been dealing with statistics for a few years now. Up to now, for the probability part I've been referring to my old university book (my edition is even older, by the way), and of course the Internet. Since most of my statistics books are more recent (such as for example Bayesian Data Analysis by Andrew Gelman et al.), I was thinking about buying a more recent book for probability too. I am not looking for a rigorous, measure-theoretic book, thus this answer doesn't apply, but it doesn't have to shy away from all math either.
I've done a bit of research, and I found three books which sound interesting to me. I'm not restricting the choice to these three books: if you have a different suggestion, I'm all ears. The list is here only to establish some context, give an idea of the level of complexity I'm looking for, and to show that I've done a bit of homework :) I'm not coming here completely empty-handed. Feel free to suggest books outside of it, though.
Introduction to Probability, 2nd Edition, by Dimitri Bertsekas, John Tsitsiklis, 2008: the level looks simple enough that I can follow it easily (maybe even a bit too simple). I like the part on Bayesian inference: even though I have more advanced reference textbooks for that, something delving with the basics is always useful for a self-taught practitioner like me.
A First Course in Probability, Sheldon M Ross, 9th edition, 2013. This is cheap, which doesn't hurt :) the level of treatment again seems the right one, even if the Amazon preview is quite limited so I cannot be sure. Maybe a bit too many examples w.r.t. theorems/propositions, but I cannot really say.
Introduction to Probability (Chapman & Hall/CRC Texts in Statistical Science), by Joseph K. Blitzstein and Jessica Hwang, 2014. I like the fact that there's a chapter on MCMC: also, for what I've been able to see, the part on the limit theorems seems nice, focusing on intuition and applications, as well as on proofs.
As stated before, titles outside the list are welcome.