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.
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When I was in grad school in the mid and late 1990s Leo's book on nuclear and particle physics was "the manual" for the bits and pieces that went into a experiment.
However, it is now a bit long in the tooth as it doesn't do an adequate job covering the segmented solid state detectors that have come into wide use in the mean time, nor does it talk about liquid argon TPCs at all.