Theoretical Concepts in Physics. 2nd ed. by Malcolm Longair
This book teaches undergraduate level physics well not because it is used widely across academic institutions (believe me, books that claim to be the ultimate are not), but because it delivers the physics through the experience of famous physicists. This book introduces the elegant theories and experiments of notable physicists from Galileo to Planck, and explains how they were right or wrong. This book derives what is ultimately correct from basic thought experiments thought up by the great minds in physics. Read this book not only to learn about physics, but to learn how science really works.
The well-polished theories of today were the product of lifelong thinking, terrible mistakes, flawed models, and plain ignorance. What is most impressive is how physicists circumnavigate their problems and make discoveries.