I was rather fond of Discovering Statistics using R. It doesn't drive this point about linear models home quite so lucidly, and the author's sense of humor can

I was rather fond of Discovering Statistics using R. It doesn't drive this point about linear models home quite so lucidly, and the author's sense of humor can be off-putting to some. But it generally does a pretty decent job of explaining the logic and motivations behind different statistical models and tests, and remains one of the more readable math textbooks I've ever trudged through.