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Dr. Luke Sjulson's methods class - excellent resource for learning all about in vivo ephys recordings and other cutting edge neuroscience techniques. Also contains an entire lecture on spike sorting.
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The Axon Guide - a biophysical guide for ephys with a focus on in vitro slice recordings
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Large-scale recording of neuronal ensembles - a review which compares and contrasts common electrode designs
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Rhythms of the Brain - a classic book written by one of the leaders in the field of oscillations and the neural code, Gyorgy Buzsaki
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The origin of extracellular fields and currents - EEG, ECoG, LFP, and spikeshttps - one the most comprehensive resources for the biological/theoretical underpinnings of electrophysiological signals