Introductory level. Some conceptual books if possible.
The following are taken from the bibliography of An Introduction
to Thermal Physics by Schroeder (which is not introductory level).
All of them come with my personal recommendation:
Vinay Ambegaokar, Reasoning about Luck (Cambridge, 1996). Mostly
about probability.
John B. Fenn, Engines, Energy, and Entropy: A Thermodynamics Primer
(Freeman, 1982). An intro to classical thermo, emphasizing everyday
applications and featuring cartoons of Charlie the Caveman.
Feynman Lectures, Chapters 1,3,4,6, and 39-46.
Thomas Moore, Six Ideas that Shaped Physics, Unit T. (A text for
a calculus-based course, with a very modern approach.)
P.W. Atkins, The Second Law (Scientific American, 1984). A popularization
with lots of pictures.
Martin Goldstein and Inge F. Goldstein, The Refrigerator and the
Universe. A popularization with some math and an emphasis on
applications.
Mark Zemansky, Temperatures Very Low and Very High (Dover reprint,
1981). A classic paperback. Some of the introductory stuff could
be skipped; it's pretty dry and mathematical.
Isaac Asimov, Life and Energy. (Doubleday, 1962). Old but still
very very good.
Craig Bohren, Clouds in a Glass of Beer, and What Light Through
Yonder Window Breaks. "Simple demonstrations in atmospheric
physics." Not a systematic introduction to the subject, but
very worthwhile and entertaining.
Steven Weinberg, The First Three Minutes. Covers quite a bit of
thermo as applied to cosmology.
Hans Christian von Baeyer, Maxwell's Demon (later published under
a different title, something like Why Warmth Disperses as Time
Passes). (Random House, 1998). A short history of the subject
with an emphasis on the deeper issues. Very well written.
Another excellent book that didn't make the bibliography is:
Robert Romer, Energy: An Introduction to Physics (Freeman, 1976).