Recommended Rationalist Reading

From this month’s Open Thread, Stir­ling Westrup asks:

There is much men­tion in this blog about Bayesian ra­tio­nal­ity, or the use of Bayes’ meth­ods in de­ci­sion mak­ing. Now, I stud­ied Bayes con­di­tional prob­a­bil­ities in Statis­tics class in Univer­sity many years ago, but my knowl­edge of the the­ory ends there. Can you recom­mend any good books on the sub­ject?

In fact, do you folks have a recom­mended read­ing list (other than this blog, of course!) for those try­ing to iden­tify and over­come their own bi­ases?

I sec­ond the ques­tion. My own recom­men­da­tions will be found in the com­ments.