Most book recommendations I've seen are usually geared toward theoretical understanding. It would be nice to know at least one or two classic experimental physics books.
e.g. from Carl Brannen's question in Products of Gaussian stochastic process variables : "In the classic experimental physics text "Statistical Theory of Signal Detection" by Carl. W. Helstrom, ..."
another e.g. From http://pdg.lbl.gov/2011/reviews/rpp2011-rev-particle-detectors-accel.pdf I can at least find several books in experimental HEP, but they seem to be too specialized. Compare this with Carl Brannen's book, which appears to discuss about the common unifying theme (zeitgeist, sense, or whatever) of experimental physics.