I.S. Gradshteyn

The definitive reference of its kind. Contains a vast number of definite and indefinite integrals, and finite and infinite summations and products. A rather useful reference on special functions, as well.

This book saved my life in quantum mechanics (both undergrad and grad level). Every solvable integral (definite and indefinite) is in this book. My copy is starting to fall apart from overuse and I have to guard it every year when the new crop of grad students comes in because it tends to disappear from my shelf. If you have to solve integrals for class or work, you cannot be without this handbook.