• Fundamentals of Musical Acoustics by Arthur H. Benade.  This is probably the best book for someone interested in how musical instruments generate musical sounds, the effects of different bore sizes and shapes, and how to make a trumpet that nobody can play.  There is next to no math, but the explanations are still as detailed as one could ever want without a few years of graduate school. 
  • Horns, Strings, and Harmony by Arthur H. Benade.  This book goes into less detail than "Fundamentals of Musical Acoustics", but is still a good reference.  
  • On the Sensations of Tone by H. Helmholtz.  Probably the seminal work in this area.  Not quite as easy to read as Benade. 
  • The Physics of Musical Instruments  by Fletcher & Rossing.  A more recent text of acoustics, focussed on the acoustics of musical instruments.  More detail and mathematics than Benade, not necessarily easier to read.  
  • Acoustical Aspects of Woodwind Instruments by Cornelis Nederveen.  Another recent text, concentrating on the acoustics of musical isntruments. 

Instrument Making (DIY):

  • Musical Instrument Design : Practical Information for Instrument Making by Bart Hopkin.  Bart Hopkin is the publisher and editor of  the journal "Experimental Musical Instruments."  This book is full of tips and ideas for creating your own, non-traditional instruments.  
  • Gravikords, Whirlies & Pyrophones : Experimental Musical Instruments by Bart Hopkin.  This book comes with a CD, and is full of "experimental musical instruments" selected from years of the journal.  The CD has 18 tracks, each one featuring one or more instruments ranging from daxophone to gravikord to car horn organ.  Must be heard to be believed!  
  • Orbitones, Spoon Harps & Bellowphones, by Bart Hopkin.  The sequel to Gravikords, this book/CD combination is another must-have. 

Organology (just about instruments):

  • The Oxford Companion to Musical Instruments by Anthony C. Baines.  A comprehensive encyclopedia of musical instruments.
  • Brass Instruments : Their History and Development by Anthony C. Baines.  A good, illustrated history of the development of brass instruments, including ophicleides.
  • Woodwind Instruments and Their History by Anthony C. Baines.  This is where I first heard of sarrusophones, bass flutes, contrabass clarinets, and most other features of my mania ;-).  
  • The Syntagma Musicum : Volume Two, De Organographia, First and Second Parts by Michael Praetorius.  This is probably the most famous work regarding early musical instruments.  Some medieval and renaissance instruments made today are based only on descriptions in this work.  May be out of print
  • The Oboe and the Bassoon by Gunther Joppig.  An excellent study of the oboe, bassoon, and related instruments (i.e., some more depth regarding the heckelphone, sarrusophones, and rothophones).