On-line materials:
(some of these are  more advanced than our class but may prove useful)

1. MIT class links for statistical physics: Semester I and Semester II
2. Harvey Gould and Jan Tobochnik's lecture notes from Clark
3. Course webpage from University of Maryland
4. Lecture notes from SUNY Stony Brook
5. Lecture notes from NYU
6. Lecture notes from International Centre for Theoretical Physics in Trieste
7. Lecture notes from down under (Sydney)
8. Notes from Cambridge

If you know German, you can read these lecture notes

Books:

1. D. J. Amit and Y. Verbin, Statistical Physics.
2. R. Bowley and M. Sanchez, Introductory Statistical Mechanics.
3. F. Reif, Fundamentals of Statistical and Thermal Physics.
4. C. Kittel and H. Kroemer, Thermal Physics.
5. D. V. Schroeder, An Introduction to Thermal Physics

For a more complete list, see this page