Royal Statistical Society (RSS) Graduate Diploma

I am just getting started studying towards the Royal Statistical Society Graduate Diploma and wondered if anyone here has studied for it before (or is currently studying for it). I am keen to find others to share knowledge with and discuss topics. Of particular interest are any thoughts on good texts as the reading list is quite broad and I obviously can't get/read them all.
I am also currently studying for the Graduate Diploma.

Because the exams are spread over 3 consecutive days I didn’t feel that I would be able to take all 5 modules in one sitting so I sat modules 1 – 3 in May 2011 and plan to sit modules 4 and 5 in May 2012.

The fact that you have to do all the preparation work yourself can seem quite daunting at first but it does have its upside, it forces you to try and understand the topics as you prepare your notes.

(I’m assuming here that you’ve mastered the basics (i.e. statistics at the level of the RSS Higher Certificate)).

The way I approached the first 3 modules was to first look at the syllabus document and create a skeleton outline of what was required for each one. I then filled in as much of the detail as I already knew about each subject area – e.g. I had already covered random walks as part of another course - and summarised as much about the other areas from Wikipedia articles (or other sources) as possible – not necessarily in any great detail. When I felt I had a general idea of the requirements I then proceeded to the reading lists and exam papers. I skimmed the exam papers and solutions for each module to get an idea of the approach that the examiners look for and then looked at the books on the reading list. Here it can be a matter of personal taste. Also, some of the recommended texts do things slightly differently than the sample exam solutions, so it can be confusing. Some of the books on the reading list are available relatively cheaply second hand on Amazon, especially for older editions.

The books I found most useful were:
Module 1:
Hogg & Craig

Module 2:
Hogg & Craig
Garthwaite, Joliffe and Jones looked interesting but it was too expensive.

Module 3:

I also scoured the Internet for notes on various topics e.g. decision theory, bayesian statistics for areas that weren’t covered by the above books.
Thanks for your advice much appreciated. I will look into those books as I still need some good ones. I have been using deGroot quite a lot which covers the first two modules quite well.

Best of luck with the exams :)