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For some reason I find theories and approaches in compression really interesting. For those unfamiliar I recommend Blelloch's introduction to compression (http://www.cs.cmu.edu/~guyb/realworld/compression.pdf)

Another excellent source is Matt Mahoney's Data Compression Explained: http://mattmahoney.net/dc/dce.html

And yet another is David Mackay, who taught me at undergrad:

scroll to the bottom for the free PDF.

(the book is about all sorts of stuff, but compression is the main example used when defining information theory.)

Along similar lines, but a more focused book (no learning, etc) is the classic Cover and Thomas:

And let's not forget Marcus Hutter and Jurgen Schmidhuber, who use compression to explain general reasoning and human curiosity