"[Linear Algebra][1]" by Jim Hefferon has been online for a while and it was what I used to teach myself linear algebra. It's very well written with tons of great practice problems and interesting asides. It is a little less advanced than any of the other books listed so far, but it's still a great read. Plus, it's open source (You can download the LaTeX for the book from the website).

  [1]: http://joshua.smcvt.edu/linearalgebra/