Books
The holy god-book of analog electronics. If you wanted to become and electrical engineer in a month or two, read through this book. Its probably better than any intro EE course, and far cheaper. Very light on the math, heavy on the humor and intuition. The digital stuff is somewhat lacking (its ancient, and the 3rd edition has a fusion energy timeline, i.e. 'no, seriously guys, its coming out soon!'). Its expensive, but you can pick up Indian prints of ebay for fairly cheap.
Straight from the 1850s, this is an illustrated and commented reference to 507 mechanisms in heavy use in industry at the time. Some are outdated (including most of the engines depicted - the world settled on three or four engine designs about 50 years after this was published), but you'd be surprised at how many of these mechanisms are still in use today. It's all of $4 - get yourself a copy and daydream as you leaf through it.
Mechanisms and Mechanical Devices Sourcebook
The modern version of 507 Mechanical MovementsThis is a great reference for people looking to understand individual mechanical design components (like, for instance, Springs as a whole topic of design)
Illustrated Source of Mechanical Components:
Similar to Mechanisms and Mechanical Devices, with just a different spread of topics.
Shigley's Mechanical Engineering Design
If you want a definitive source for mechanical design engineering, you look here. This has a focus on mechanical engineering systems and how to classify and analyze them, diving in depth on the math involved in describing them
Machine Elements in Mechanical Design
This is 507 Mechanical Movements with a heavy dose of math. Instead of focusing on systems, this describes individual components in a heavily mathematical way.
A book that tells stories about how failure is key to the successful design. This is one of the most enlightening books I've read on what to expect from the profession of engineering and design, looking at numerous catastrophic design failures through history and talking about the social and engineering breakdowns that produced them.
Invention By Design: How Engineers Get From Thought To Thing
A great book describing the mechanical design and engineering process, and how to go from an idea to an implementation.
The Evolution of Useful Things
A history of a number of useful objects that we take entirely for granted (like, say, the paperclip, or the fork). Surprisingly, this is a really good read if you're up for a little unexpected history.
If you've ever wanted to read about the history of the world as told through the lens of what technology was available at what time, this is the book for you. It shows you the rise and fall of empires, groups and ideas based on what technologies were up and coming at what times.