The Elements of Statistical Learning is legendary and great, too (and freely available online).
https://web.stanford.edu/~hastie/ElemStatLearn/
The same is true for Computer Age Statistical Inference (another Hastie book)
As a nice resource for finding resources, there's a compendium of books on DataSciGuide with reviews, difficulty levels, etc:
http://www.datasciguide.com/contenttype/book/