Applied Crytography++ for a very detailed explanation of the concepts behind current day cyphers. I only wish my math was up to some of the latter chapters. =P
But if you’re just getting into cryptography and enjoy a good book (don’t we all?) I’d suggest The Code Book: The Science of Secrecy from Ancient Egypt to Quantum Crytography by Simon Singh. It's a wonderful narrative going from the earliest stegranography and substitution cyphers all the way to, well, quantum cryptography as the title suggests. It has enough technical details to explain the core concepts while glossing over enough to maintain a good story flow. The Appendicies and Further Reading sections provide the more technical details and good external resources. And it has exercises!
For a bit more pure history, David Khan’s The Code Breakers chronicles the history of code breaking, with a heavy emphasis on military applications. His account of the Allied effort to crack Germany’s Enigma encoders is enthralling. Also a good read if you're interested in the development of some of the first computers. (This write-up doesn’t even approach doing it justice)
P.S. If you ever get a chance to hear Simon Singh speak, I highly recommend it. I had the priveledge of speaking with him when he visited the Perimeter Institute for Theoretical Physics, a very enjoyable and enlightening evening.