Silverman's book on Density Estimation is still the classic, and one I wouldn't be without, but Scott's book is a great companion. Obviously, it focuses more on multivariate techniques but it also covers bandwidth selection more in depth.
This has become of four texts I am constantly consulting.The others?
There are a number of good books dealing with univariate density estimates. Some are very theoretical and some are very practical.
Paḳsher, Menaḥem Mendel ben Daṿid ha-Kohen
Michael Scott
Scott Reintgen
Scott Snyder
David Ezra Stein
David de Rothschild
Scott Cawthon
David Macinnis Gill
David Smyth
David Sanderson
David Ramirez
David Ramirez
David Kerr
David Kerr
David Howells
David Sheff
David Goldfischer
Scott Reardon
David A. deSilva
David Savill
David Triesman
Scott Reintgen
David Dickinson
Scott Mueller
Scott Burnett
David Eagleman
David Loades
Scott Frost
David R. Hawkins
David Freeman
David Perlmutter
David W. Dodick
David Ings
David S. Wall
David Gallant
David Melling
David Melling
David Melling
David West
David Melling
David Melling
David Drake
David Nunemaker
David Cairns
David Canter
David Solomon
David Geary
David T. Allen
David Arnold
David Bailey
David Conradson
David L. Carter
Mark E. Scott
David Wolstencroft
F. Scott Fitzgerald
Taylor Arnold
Taylor Arnold
Markus Frhlich
John Olusegun Ogundare
Masafumi Akahira
Zhengming Wang
Andreas Quatember
J. N. K. Rao
Emilia Mendes
Harry L. Van Trees
Harry L. Van Trees
Hani S. Mahmassani
A. P. Korostelev
Gavin J. S. Ross
Paul P. Biemer
Dawn McMillan
John E. Doherty
Dawn McMillan
Yonina C. Eldar
Adriaan van den Bos
Jiti Gao
Jean-Claude Bertein
Nagoya-shi (Japan)
Richard M. Royall
George B. Dresser
Efi Pagitsas
William T. Steffens
Betty S. Kwok
Patricia Ann Tracey
Anil Kashyap
Dennis J. Aigner
Montana. Highway Department Highway Planning Survey
Harry Bridgman Pulsifer