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Information Theory 
Information Theory, Inference, and Learning Algorithms (David J.C. MacKay)
Algorithmic Information Theory (G. Chaitin) [Homepage] A Short Course in Information Theory (D. MacKay)
Primer on Information Theory (Thomas Schneider) Information, Randomness & Incompleteness (G. Chaitin)
A Discipline Independent Definition of Information (Robert M. Losee)
An Introduction to Information Theory and Entropy (Tom Carter)
A Mathematical Theory of Communication (C.E. Shannon)  
The Limits of Mathematics: A Course on Information Theory and the Limits of Formal Reasoning (G.J. Chaitin)