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Here is a listing of *some* of the books I wouldn't want to be without:
http://www.av8n.com/physics/books.htm
Books I would add to John's great list above:
Taylor "Classical Mechanics"
Boas "Mathematical Methods in the Physical Sciences"
Ashcroft & Mermin "Solid State Physics"
Hecht "Optics"
Griffiths "Introduction to Electrodynamics"
Bevington "Data Reduction and Error Analysis for the Physical Sciences"
These are texts I refer to *regularly*.