I agree with Alex at Marginal Revolution that Stock and Watson is an extremely good econometrics textbook. I don't teach econometrics, but I do supervise senior theses that frequently require my consulting with students about their analyses, and Stock and Watson is very good.
This is not surprising; I learned time-series econometrics from Mark Watson when he was at Northwestern, and he was a very good teacher.
My friends keep telling me about the importance of this book.I don't yet have a copy but will like to have one so as to assist me in my studies.Thanks.