I am 3 chapters into Gelman's Bayesian Data Analysis. The text is good (and available free & legitimately from that link), but where this book really shines for me so far are the problems. They are excellent, and have you using a programming languge of your choice to do computational statistics by chapter 2. I already have ideas on ways I can use the concepts at work. I had previously read through Jaynes's Probability Theory: The Logic of Science, and I love it and it changed the way I think, but for practical value, Bayesian Data Analysis wins.

See The Best Textbooks on Every Subject [LW · GW]. Also this is more fitting for a Question [? · GW] format. The mods can probably switch this post to use the question format, but in the future you can easily create questions from the same place you create posts.

I liked Statistical Rethinking a lot, coming in as an engineer who needed to write code implementing different statistical concepts but only knew very basic statistics.