Reddit mentions of Introductory Econometrics: A Modern Approach

My two favorite books which introduce economic thinking are Armchair Economist and The Undercover Economist. They're quick reads, they're jargon free, and actually teach some of the thinking. Unlike the pop-econ books (Freakonomics and its ilk), which are simply about strange results from research (some of Landsburg's later books suffer from this problem). For an introduction to behavioral economics, you can't do better than Predictably Irrational.

For substance, textbooks are probably best unless you have a carefully chosen list of academic articles. Wooldridge for Econometrics, Mankiw for introductory macro, and Nicholson for introductory micro (Krugman's micro book is fine too). Mankiw writes my favorite econ textbooks. For game theory, I used an older version of Watson's textbook, and it was fine, but I don't know how other game theory books stack up.

If textbooks are a bit much, but you still want a substantive book, the first chapter of Thomas Sowell's introduction is very good, the rest is decent repetition. If you want a some discussion of discredited economic theories that are still trotted out regularly (like trickle down), Zombie Economics is a really fun read.

There are lots of good recommendations on the technical side, (also, this for game theory and this is excellent intro into econometrics), but most economic insights are really very simple, and if you want to practice these ideas, I recommend blogs. These two are my favourite general blogs:

Marginal Revolution

Modeled Behaviour

Uhm... in econometrics, I'd go with Woolridge (he has another book mostly on panel data but that is a graduate level textbook). I used Gujarati in my undergrad classes and didn't like it very much.

If you are more into macro-oriented time series econometrics, Enders is a great book, very practical and with a lot of examples. If you end up doing applied microeconometrics in Stata, Cameron and Trivedi have a great book for that.

I just stumbled upon this website that seems to have good info on econometrics texts which, as you can see, can be pretty pricey.