Jeffrey M. Wooldridge

This is definitely a book for a first or second course in econometrics. It's not mathematical but everything is very well explained - including potential pitfalls, the interpretation of results. There are lots of mini-problems scattered throughout the book that tests your (intuitive) understanding. My complaint is that it's very long winded but this may not be a bad thing considering that this is because the author tries to steer the student towards good econometric practice.