This book exists on a very happy middle ground between these two extremes: it is highly theoretical, while providing a lot of rich discussion and helping develop intuition as well.
Although it is old and somewhat out-of-date, many of the results are just as important and much of the material has changed very little.The other thing that I like about this book is that although it is primarily a probability textbook, it does provide a basic introduction to the mathematical theory of statistics, and paves the way for future study in this area. This book is available...if you can grab it for cheap in a used bookstore, a box of old books, or from an online dealer, I'd say go for it.
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