"favorite" shifts around depending on what I am interested in at the time. But the books I have probably used the most over the past 25-30 years are
Probability, random variables and stochastic processes, 2nd edition, by Papoulis
Fields and waves in communication electronics, 2nd edition, by Ramo, Whinnery and Van Duzer
Perhaps not the world's best books, but they have wide scope so include a ton of topics. Both are falling apart from years of use.
jason