Simply Statistics put up this link to an interview with David Spiegelhalter on 5 good books to help understand statistics and risk. I haven’t read any of them, but they looked excellent. Also, this quote is excellent:
There is a nice quote from Joel Best that “all statistics are social products, the results of people’s efforts”. He says you should always ask, “Why was this statistic created?” Certainly statistics are constructed from things that people have chosen to measure and define, and the numbers that come out of those studies often take on a life of their own.
I’m pretty sure that about sums it up.