If you're trying to learn probabilistic graphical models on your own, this is the best book you can buy.
The introduction to fundamental probabilistic concepts is better than most probability books out there and the rest of the book has the same quality and in-depth approach. References, discussions and examples are all chosen so that you can take this book as the centre of your learning and make a jump to more detailed treatment of any topic using other resources.
Another huge plus is Professor Daphne Koller's online course material. Her course for probabilistic models is available online, and watching the videos alongside the book really helps sometimes.
If you have a strong mathematical background, you may find the book a little bit too pedagogic for your taste, but if you're looking for a single resource to learn the topic on your own, then this book is what you need.
The only problem with it is that it is a big book to carry around, and if you buy the Kindle edition for the iPad, you'll have to zoom into pages to read comfortably(or maybe I have bad eye sight), and Kindle app on iPad does not keep the zoom level across pages. So my experience is, zoom, pan, read, change page, zoom, pan, go back to previous page to see something, zoom, pan... You get the idea. I'd gladly pay more for a pdf version which I could read with other software on the iPad. Even though my reading experience has been a bit unpleasant due to Kindle app, the book deserves five stars, since it is the content that matters.