I want to have a deep understanding of probability. I've tried William Feller's first book on Probability, and E.T Jaynes' Probability theory - the logic of science (which is very different from most probability books.) But, neither books could hold my interest for long. The first was too boring. The second was too tough to understand. Please suggest some strategies and books that can help me. As far as the level of my current knowledge goes, I know basic combinatorial probability, conditional probability, Bayesian probability, binomial, Poisson and Normal distribution. I only know how to apply the normal distribution, not how to derive it.