I've recently come across a few free, online climate textbooks, and thought it worth mentioning here.
A great introduction to the basics:
Introduction to Climate Science, Andreas Schmittner, Oregon State University.
For more advanced students:
Introduction to climate dynamics and climate modeling, by Goosse H., P.Y. Barriat, W. Lefebvre, M.F. Loutre and V. Zunz, (2008-2010).
I guess I can mention Pierrehumbert's textbook Principles of Planetary Climate, though I'm not sure it's on the Web legally. I bought the hardback version and have learned a great deal from it. I heartily recommend it.