Mary L Boas "Mathematical Methods in the Physical Sciences" [1] has absolutely been my favorite and most-used maths text in the 9 years since graduating uni. It's like a reference manual of just about all the non-CS (i.e. continuous/non-discrete) mathematical techniques required in my career. Highly accessible. It's a little too terse in places but I prefer this style of presentation over the insane long-form verbiage in other books I've since discarded which can make even simple topics seem overwhelming: the "Boas" book gets right to the point.
Edit: Calling it a mini-TAOCP of most of the maths needed for physics/EE work might be a bit of a stretch, but I've yet to see another maths text that does better as a highly readable, self-contained and compact reference.
Edit2: I moved house once and thought I'd lost my copy from university. I eventually found it, and yes, I have two copies... It's that important to me for brushing off the things I've forgotten :)
[1] http://www.amazon.com/Mathematical-Methods-Physical-Sciences...