Data Analysis for Politics and Policy by Edward Tufte
Tufte's first published book (?) is an excellent introduction to statistics and its uses. Many statistics textbooks focus on the underlying mathematics to the detriment of the overall analysis. Here, Tufte walks you through building cases for or against certain policies by examining related data, allowing you to drive down as far into the math as you are comfortable.
Tufte's also known for TheVisualDisplayOfQuantitativeInformation.Update 2011-10-07:
Tufte has made this book available online.
One day when I was a junior medical student, a very important Boston surgeon visited the school and delivered a great treatise on a large number of patients who had undergone successful operations for vascular reconstruction. At the end of the lecture, a young student at the back of the room timidly asked, "Do you have any controls?"
Well, the great surgeon drew himself up to his full height, hit the desk, and said, "Do you mean did I not operate on half of the patients?" The hall grew very quiet then. The voice at the back of the room very hesitantly replied, "Yes, that's what I had in mind." Then the visitor's fist really came down as he thundered, "Of course not. That would have doomed half of them to their death." God, it was quiet then, and one could scarcely hear the small voice ask, "Which half?"