I would agree that used copies of old editions of other books are usually a better bet. While some dover books are good, in my experience many fall into the "cheap and not worth it" category. (I forgot where I read that quote - it is not my original).
Anyway, for single-subject books, I recommend (in all cases get used copy of old edition, also, I may have titles slightly off but amazon should find them):
Saff and Snider: complex analysis. used copies of old editions go for a few $ on amazon. includes elementary aspects of integral transforms (and Z transforms!)
Ablowitz and Fokas: applied complex variables; great for complex variables and integral transforms, including basic asymptotic expansions of integrals. 1st edition is $20+, but is very good, imho.
Ross: a first course in probability: something like 3rd or 4th edition is cheap. very good for basic probability
Hogg and Craig: introduction to mathematical statistics, good for stats. any edition is probably fine.
Boyce and Diprima, elementary differential equations with boundary value problems, good and cheap!
Haberman: elementary applied partial differential equations. good pde book for physics. I covet a copy but already have too many books on the shelf.
Farlow: partial differential equations. One of the dover books that is really good. This is the clearest pde book you will find - the cost is that it also skips a lot of details and theory.
There are many threads on linear algebra books. Two free ones I like are
http://www.math.brown.edu/~treil/papers/LADW/LADW.html
http://joshua.smcvt.edu/linearalgebra/
Also, a general math methods book that is free is:
http://www.physics.miami.edu/~nearing/mathmethods/
For special functions, you can get free copies of Abramowitz and Stegun online, and Whitaker and Watson. Both of these books are legal and free:
http://www.convertit.com/go/convertit/reference/ams55.asp
http://www.e-booksdirectory.com/details.php?ebook=183
many other free math ebooks worth a look:
http://www.e-booksdirectory.com/listing.php?category=3
good luck!
jason