Jpankask gave you a great list of books to get. For studying, I'd use most if not all of whats mentioned, however for test taking, I feel that less is more.
I bought a host of books from ppi2pass.com and used perhaps half of them. The Lindeberg books are a must, and the reference manual sits on my technical shelf beside me along with Perry's, Marks, Camerson, my Crane 410, and Kern's Heat Transfer book.
I found that one of the first things you need to do prior to sitting down to study is take a long hard look at what you know and especially what you DON'T know. If you flat out don't get something, don't waste time trying to learn it. That's an academic exercise left for your free time, not for eating up precious PE exam study time Following the 80/20 rule, reinforce the 80% that you are competent in, and worry about the 20% after you've mastered your 80%.
With regards to what to take, the more you learn up front, the less digging you'll have to do! You'll hear stories about people bringing trunks full of books, and I witnessed it. I brought in a single backpack with Lindeberg's ME reference, the guide and the study questions, Perry's Chem E handbook, Mark's ME handbook, Cameron's, Crane's 410, my college fluids book, my college thermo book (Bernake, I think) and that's about it.
Good luck!
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Erik
MO P.E.