David Corfield's Towards a Philosophy of Real MathematicsTowards a Philosophy of Real Mathematics is an excellent read, and also likely to stretch you mathematically. It takes up the theme mentioned in Andrej's answer: mathematics is a great deal more than set theory, so philosophy of mathematics should be a great deal more than philosophy of set theory. (But I understand that you're specifically interested in philosophy of set theory, and of course there's nothing wrong with that.)