TITLE: Very *mathematical* general physics book
QUESTION [74 upvotes]: I am searching for a book to study physics. So far, I've been suggested 

Resnick, Halliday, Krane, Physics,

but it doesn't seem to be very suited for a math major. Can you suggest some more mathematical books?
By mathematical I mean:

rigorous, with complete good proofs;
at the same time, intuitive and throughout in explanations.

REPLY [4 votes]: I really  wondering why nobody has already mentioned this classic books:
Classical Mathematical Physics - W. Thirring
Quantum Mathematical Physics - W. Thirring
If someone already knows a lot about Topology and Differential Geometry, Chapters 1, 12  and 13 from
Geometry, Topology and Physics - M. Nakahara
will give some nice introduction to the applications of modern math to Physics