It is ultimately a matter of personal taste, but I prefer to see a long explicit example, before jumping into the usual definition-theorem path (hopefully I am not the only one here). My problem is that a lot of math books lack the motivating examples or only provide very contrived ones stuck in between pages of definitions and theorems. Reading such books becomes a huge chore for me, even in areas in which I am interested. Besides I am certain no mathematical field was invented by someone coming up with a definition out of thin air and proving theorems with it (that is to say I know the good motivating examples are out there).
Can anyone recommend some graduate level books where the presentation is well-motivated with explicit examples. Any area will do, but the more abstract the field is, the better. I am sure there are tons of combinatorics books that match my description, but I am curious about the "heavier" fields. I don't want this to turn into discussion about the merits of this approach to math (i know Grothendick would disapprove), just want to learn the names of some more books to take a look at them.
Please post one book per answer so other people can vote on it alone. I will start:
Fourier Analysis on Finite Groups and Applications by Terras
PS. this is a similar thread, but the main question is different. http://mathoverflow.net/questions/6083/how-to-sufficiently-motivate-organization-of-proofs-in-math-books