When Ryan let me know about the Mastering Econometrics videos from Marginal Revolution University, he also told me that there's books based around them. Turns out that the books're either introductory (Mastering ‘Metrics) or more-advanced (Mostly Harmless Econometrics). The latter interests me more after reading the below testimonial that's on its website, as I have more of an interest in applied Microeconomics.
“MHE is a fantastic book that should be read cover-to-cover by any young applied micro economist. The book provides an excellent mix of statistical detail, econometric intuition and practical instruction. The topic coverage includes the bulk of econometric tools used in the vast majority of applied microeconomics. I wish there was an econometric textbook this well done when I was in graduate school.”— Bill Evans, University of Notre Dame