For the theoretical background with an occasional nod to experiments, my bible is "Optical Coherence and Quantum Optics" by Mandel and Wolf. This book is both a text book and a reference for researchers. It covers the basics of random signals, quantum mechanics, the quantum theory of radiation, quantum optics, a bit of nonlinear optics, a bit of laser physics, squeezed states, photon correlation, and more ... there's a lot here. It's really aimed at graduate students and above, but being mostly self-contained can be approached by a curious undergraduate. Along the way you will learn that contrary to popular belief, the photoelectric effect has an explanation that does not require a quantized field (photons).
A good companion, shorter and without the rigor, probably less expensive, but covering many of the same topics, is "The Quantum Theory of Light" by Rodney Loudon. This one is definitely accessible to an undergraduate. You might read Loudon and feel that you still don't quite get it. That's where Mandel and Wolf can provide a fuller, more satisfying presentation.
I would start with Loudon and move to Mandel and Wolf for a fuller picture and to fill in gaps.