At the undergraduate level, I'd recommend "Electromagnetic Fields" by Wangsness. If you have a good grasp of vector calculus -- pretty much a prerequisite of any E&M text -- you should be able to handle this book.
At the graduate level, there's "Classical Electrodynamics" by J D Jackson or "Electricity and Magnetism" by Landau and Lifshitz. Both of these books are fairly mathematically demanding so I wouldn't recommend that you buy these blindly unless your mathematical toolbox (as one of my professors liked to say) is well-stocked.