Thanks everyone for the great suggestions. I also spent some time looking at outlines from various university physics courses to see what they are assigning as the main text (looked at Harvard, MIT, CalTech, Stony Brook etc). I also looked at the Amazon reviews for your suggestions. Based on that, here's what I decided:

Physics Vol.1, Halliday/Resnick/Krane, 5th Edition: Mechanics (Newtonian formulation), Thermo/Stat Mech, Wave Phenomena, Fluid mech/dynamics, Special Relativity.

Physics Vol.2, Halliday/Resnick/Krane, 5th Edition: E&M, Optics/diffraction/superposition etc, Atomic physics, Nuclear/Particle Physics, Condensed Matter, Astro/cosmology

As one poster mentioned, the HRK books are very comprehensive

Classical Mechanics 3rd Edition, Goldstein : Analytical mechanics, Lagrangian/Hamiltonian Formalism, Principle of Least Action, Hamilton-Jacobi. Apparently this is the standard text, but some concerns about typos and exposition of Hamilton-Jacobi...oh well, nothing's perfect.

Introduction to Quantum Mechanics, 2nd Edition, Griffiths : Perturbation theory, approximation methods for solutions. Highly recommended.

Calculus and Analytical Geometry, 9th Edition, Thomas/Finney: Multivariable calculus, vector calculus, PDEs and such. I know this stuff pretty well, but never hurts to have a good reference. I've already taken complex analysis and did really well, so not too worried about the math (Just the other 99% of the test ;-P)

So, there it is...I figure that these books cover basically all the exam and will be generally useful books to have in preparation for graduate work anyway.

Thanks again to all for your input!