The following supplementary textbooks are on reserve for MATH 3200 in the UGA Science Library.
All of these books are also available from amazon.com or powells.com. The Lipschutz and Polya books are excellent values for the money. You can also get inexpensive used copies of the Halmos and Solow books.
Set Theory, by Seymour Lipschutz (Schaum's Outline Series). There are plenty of worked examples, and the notation is standard. Practically everything you need to know about set theory is in this book.
Naive Set Theory, by Paul Halmos. This is an introduction to axiomatic set theory (which is like axiomatic geometry, but more abstract). In other words, it's about the foundations of set theory. It is very clearly written, but more advanced than Lipschutz' book.
How to Read and Do Proofs, by Daniel Solow (third edition). This is an instruction manual, written by an engineer in a common sense style. The examples are from precalculus. You can really learn some "tricks of the trade" from this book!
How to Solve It, by George Polya. This is a classic book about teaching and learning. The experience of a master teacher of mathematics is apparent here. If there's a book which can teach you how to think mathematically, this is it!