More than one combinator(ial?)ist has asked me to recommend a good book to learn probability from, and I never know what to say; the probability theory that I use in my research up was mostly learned piecemeal. (The stuff I learned in grad school from reading Chung and Feller hasn't been as useful, and I didn't especially enjoy those books.) Any suggestions?
The Probabilistic Method by Noga Alon and Joel Spencer!
Not a probability textbook per se ---Feller or whatever for that--- but sufficiently self-contained that one can learn the tools as one sees them applied -- to combinatorics!