Books on automata theory for self-study
The classical reference is "Introduction To Automata Theory, Languages and Computation" (by Hopcroft, Motwani, and Ullman). Some people also recommend the much older "Formal Languages and Their Relation to Automata" (by Hopcroft and Ullman).

I, however, like "Introduction to the Theory of Computation" (by Sipser). It is very well written, and is a relatively new book.