This is one of the best I have found: Mathematics: Its Content, Methods and Meaning A. D. Aleksandrov, A. N. Kolmogorov, M. A. Lavrent'ev www.amazon.com/Math

This is one of the best I have found: Mathematics: Its Content, Methods and Meaning A. D. Aleksandrov, A. N. Kolmogorov, M. A. Lavrent'ev www.amazon.com/Mathematics-Content-Methods-Meaning-Dover/dp/0486409163/ The book gives historical contexts for the problem, prompts you to (try to) solve yourself first, and then gives the complete mathematics.