Question is quite straight... I'm not very good in this subject but need to understand at a good level.
For probability theory as probability theory (rather than normed measure theory ala Kolmogorov) I'm quite partial to Jaynes's Probability Theory: The Logic of Science.  It's fantastic at building intuition behind the rules and operations.  That said, this has the downside of creating fanatics who think they know all there is to know about probability theory.