Effective learning takes several steps. As it is for example important that you discuss the problems on the site with your colleagues, it is also essential that you have a more or less complete reference at hand - you will be working with it and give you insights for much longer than the duration of a course.
Book Recommendations - Electrodynamics
This book is probably the standard reference in any field related to electrodynamics. Jackson covers every subject with great detail and passion. But this is also a big problem of the book - it can be quite overwhelming for starters.
However, if you are able to cope with the high standards of the Jackson, you are best suited for graduate studies in electromagnetism.
Without a doubt, "the Griffiths" is excellent to learn electrodynamics. It's clearly written and guides the student in an entertaining way.
The book is much better suited for beginners than the Jackson, however not that encyclopedic. It is extremely useful that Griffiths uses the conventional SI units thoroughly.
Greiner's Classical Electrodynamics is a very didactic book just like Griffiths'. Nevertheless, Greiner goes one step further in mathematical rigour but is not as demanding as Jackson's book with the same name.
The book is somewhat in-between the other ones from a didactics and coverage point of view. Note that it is usually the least expensive and yet complete guide.
If you have other good suggestions, please give us a hint!
General Book Recommendations
Yes, its the Feynman lectures on Physics (in a new Millennium Edition) I dare you not to have those at home! Discovering physics through the eyes of Feynman is enlightening - follow the thoughts of a true genius! The Feynman lectures are a very comprehensive guide to physics including (quantum) mechanics and of course a volume on electrodynamics. On of the remarkable talents of the Nobel-prize winner is to explain complicated things in an easy way.