There have been a few discussions of statistics, probability and machine learning on some of the feeds that I follow - here are some of the best suggested resources to come out of those discussions.
Andrew Ng's course on machine learning up at Standford's "engineering everywhere" page is amazing. The notes for the course are pretty much a textbook on machine learning themselves.
For those of you who haven't yet downloaded Hastie,Tibshirani, and Friedman's Elements of statistical learning, I'd suggest you take a look at it as soon as possible. Very comprehensive.
Another useful, and free, resource is McKay's Information Theory, Inference, and Learning Algorithms
Finally, be sure to check out videolectures.net - another top notch resource for, well, pretty much anything.