A professor of mine instructed me to "devour" MacKay's "Information Theory, Inference, and Learning Algorithms". To this day it is one of the only textbooks I have purchased on my own initiative (not for a class), and this is after I read many chapters online. I also thoroughly enjoyed his video lectures [1] for a course he taught based on the book.
News of his passing deeply saddens me.
[1] http://videolectures.net/david_mackay/