Reddit mentions of Mathematical Statistics and Data Analysis (with CD Data Sets) (Available 2010 Titles Enhanced Web Assign)

1. Ross - First Course in Probability (Calculus based probability, undergraduate level, good introduction to probability)
   
   http://www.amazon.com/First-Course-Probability-9th-Edition/dp/032179477X
   
   
2. Rice - Mathematical Statistics (introduction to statistics, focuses on applications with data, great book, includes good probability review)
   
   http://www.amazon.com/Mathematical-Statistics-Analysis-Available-Enhanced/dp/0534399428
   
   
3. Billingsley - Probability and Measure (graduate, measure-theoretic probability)
   
   http://www.amazon.com/Probability-Measure-Patrick-Billingsley/dp/1118122372
   
   
4. Bickel & Doksum - Mathematical Statistics (graduate level statistical theory, much more theoretical than Rice, can be a difficult book to learn from but it is a great reference)
   
   http://www.amazon.com/Mathematical-Statistics-Selected-Topics-Edition/dp/0132306379
   
   EDIT:
   
   Most likely Rice will be the best book for a comprehensive look at prob/stat, and it is sufficiently technical.
   

Depending on how strong your math/stats background is you might consider Statistical Inference by Casella and Berger. It's what we use for our first year PhD Mathematical Statistics course.

That might be a little too difficult if you're not very comfortable with probability theory and basic statistics. If you look at the first few chapters on Amazon and it seems like too much I recommend Mathematical Statistics and Data Analysis by Rice which I guess I would consider a "prequel" to the Casella text. I worked through this in an advanced statistics undergrad course (along with Mostly Harmless Econometrics and the Goldberger's course in Econometrics).

Let's see, if you're interested in Stochastic Models (Random Walks, Markov Chains, Poisson Processes etc), I recommend Introduction to Stochastic Modeling by Taylor and Karlin. Also something I worked through as an undergrad.

Mathematical Statistics and Data Analysis.

I learned from this textbook and have found it quite good. It's pretty expensive, but may be what you're looking for. I really don't know how much statistics your classes covered, but the table of contents should give you a good idea on what to expect.

I also had success with cheap supplemental books from Dover, which can cover quite a lot of undergraduate statistics at an affordable price. I found good use in Statistical Inference by Rohatgi.

I would try Mathematical Statistics and Data Analysis by Rice. The standard intro text for Mathematical Statistics (this is where you get the proofs) is Wackerly, Mendenhall, and Schaeffer but I find this book to be a bit too dry and theoretical (and I'm in math). Calculus is less important than a thorough understanding of how random variables work. Rice has a couple of pretty good chapters on this, but it will require some mathematical maturity to read this book. Good luck!