if you wanna go really cheap
go to http://www.allaboutcircuits.com/
it's a good compromise between theory and practice
be sure to hop back and forth from the volume you want to read and the correspondent chapter
in the volume VII - experiments
it helped me a lot.
although I would suggest as well tom igoe's book. very comprehensive and cut down to designers minds, even if it doesn't have arduino examples it's very easy to port to them
hope it helps
cheers
b.