Just wanted to send a quick shout out for The Drunkard's Walk, a really neat book on "how randomness rules our lives," written by Leonard Mlodinow, a physicist at Caltech and a collaborator with Stephen Hawking on the book A Briefer History of Time.
When I write a review of a math-related book, I generally assume that it will be largely ignored by anyone's who's not a math geek. While that may often be true, in this case I happen to know for a fact that this book has appeal beyond the math geek crowd because after I mentioned Mlodinow's description (in Chapter 3) of the controversy that surrounded a fairly well-known math problem (the Monty Hall Problem), my wife was so fascinated that not only did she read the chapter for herself, she actually wrote a blog post about it.
In much the same way that Levitt and Dubner's book Freakonomics drew us into the use of economics by applying it to fascinating real-world examples, Mlodinow draws us into understanding the role of probability and randomness in our lives by exposing the flaws in the way we typically think about a number of common situations such as the skill of successful stockbrokers, the quality of wine and vodka, and what makes a really good actor. Often, where we think we see clear patterns or signs of cause and effect, what we really see is just the role of chance.
Mlodinow really does an excellent job at making a confusing subject a little less confusing, and he also makes us feel a little better about how confused we all are by reminding us of Martin Gardner's comment that "in no other branch of mathematics is it so easy for experts to blunder as in probability theory."