I have learned some internal set theory (IST) from Lutz and Goze's *Nonstandard analysis: a practical guide with applications.* It is jam-packed with lots of interesting material, and has a nifty proof of the inverse function theorem. However, since it is a bunch of lecture notes, it is not as coherent as some other books, such as Robert's *Nonstandard analysis* or Nelson's own papers, his own unfinished book at http://www.math.princeton.edu/~nelson/books/1.pdf, or the probability book mentioned above.

So if you want to get excited about IST and get fun ideas for using it, read Lutz and Goze. To *understand* it, read Nelson or Robert.