I feel old already having to say I took the "old format" exam, but here's the AM breadth and PM Power (I won't list Computers or ECC because so few take them)
Here's my hit list:
AM BREADTH
EERM - Probobly the best "Breadth" book out there.
Fundamentals of EE (By Bobrow) - Goes into the "depth" of the AM stuff that EERM does not, so it complements it perfectly. More than you'll care to know.
NCEES Electrical and Computer Study Guide
Schaum's Basic EE (or similar Schaums, there's 3 or 4)
One good text on Electronics (transistors, Op Amps), one Communications (basic) and one Digital (binary, hex, chips, micro, clock cycles, K-map).
EE Quick Reference (other board or Kaplan's Referenced Review by Bentley)
PM POWER Depth
Power Systems Analysis (Grainger)
Electric Machines, Drives and Power Systems (Wildi)
Schaum's Electric Power Systems & Schaum's Electric Machinery
NEC Code for Code questions.
"Public Lighting" & "IESNA Illumination Handbook" for lighting questions.
I also printed and bound lots of stuff from Wikipedia ranging from DC motors, Generators, Computers, load flow, etc.
I used the MGI EE PE course from Smartpros, which was pretty brutal, but I passed first time out after 15 years out of college so it was worth the torture.