I really like Patterns of Software: Tales from the Software Community by Richard Gabriel. He made it available under a creative commons license after it went out of print.
The Unix Hater's Handbook. One of the editors has scanned it in and made it available as a PDF.
The Implementation of Functional Programming Languages by Simon Peyton-Jones ISBN 013453333X. I haven't read all of it, but I do like what I've read.
It's available in PDF or HTML.
The Practical Guide to Structured System Design is timeless. Alas, it doesn't really meet your criteria because used copies can be had (at Amazon) for as little as $1.34. It's worth lots more than that.
Bruce McConnell's Hardcore Visual Basic, no longer necessary because VB 4 and 5 are long-since deprecated, nonetheless was an awe-inspiring primer on how to force the Windows API to do what you wanted it to, even when working within a limited environment.
Etudes for Programmers by Charles Wetherell
Each chapter is a project. It starts with Life (the classic Artificial Life program), moves through 'a printers devil', games and AI projects, with the final projects specifically for compiler courses.
It's out of print but you can still get second-hand copies on Amazon.
Object-Oriented Programming: An Evolutionary Approach is sadly missed.
The Craft of Text Editing by Craig Finseth (available online) goes through the process of constructing a text editor, in quite a bit of detail. We're not talking about sticking pre-fab UI elements together and adding a few methods - this is about building an EMACS style editor from the ground up - valuable in that understanding the approach to solving the problems of a text editor is applicable to any complex interface. (but please don't implement a text editor - there are enough already!)