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Since my new thing appears to be piggy-backing on Colleen's posts instead of thinking of something on my own, I'd like to second her recommendation of
The Numbers Game. I've read it two-and-a-half times (or so), and it's an enlightening history of baseball theory and statistics' growing importance in that field. After a while, the bios tend to blur together (Such-and-such played Strat-o-Matic as a kid, then grew up and worked for the Army/respected corporation/etc as a computer nerd, then used the Army/respected corporation's computers to run baseball simulation programs), but the chapter on Henry Chadwick (the Beatles of baseball stats, I'd say) and the picture of Bill James (to carry the metaphor too far, I'll call him the Ramones of baseball stats) are worth the price of admission by themselves.
The Numbers Game will definitely feature in my Baseball Theory 101 syllabus...once I find a school willing to let me teach such a class.