There are two types of books that you need for the Thermal & Fluids PE exam. You need study material and references. Study materials include practice exams and study guides that will help to teach you the material necessary to pass the PE exam. References are books that contain equations, tables and large amounts of data in all sorts of topics related to Thermal & Fluids. I will go through the books that you need in both study material and references that are either free or cheap.

You should spend only around $320 to $400 TOTAL on study material and references. I don’t think that you should spend $1,000s on material that you will only use once in your life.

NCEES Thermal & Fluids Sample Exam ($53)

The sample exam provided by NCEES is the best way to figure out the type of problems that will be on the exam. You can also get a sense for the level of difficulty. The cost of this book is $40 and you get 80 problems. But this cost does not include shipping. The total cost with shipping to most places in the US is around $53. If you buy this book on Amazon with shipping, then the cost is roughly $70. You can check EBay for this book, but at the time of this post I was unable to find this book on EBay.
Link: https://account.ncees.org/exam-prep/341

NCEES Thermal & Fluids Outline (Free)

The outline should be used to help guide your studying of the following materials and references. As you go through the material, you should only focus on the topics that are within this outline. This will help to save time. For example, you do not need to know complex math topics, ethics, etc.
Link: https://ncees.org/wp-content/uploads/PE-Mech_Thermal-Apr-2017.pdf

Engineering Pro Guides Technical Study Guide ($40)

This technical study guide takes you through the key concepts and skills necessary to pass the PE exam and also has some problems. The guide follows the previously mentioned outline and is very comprehensive. You will have to find a way to print it out, because it is only PDF, but it is also very cheap at only $40 for around 400+ of specific content for the PE exam. This guide compiles all the necessary formulas, equations and terms. It also explains complex concepts and skills through the use of figures, which makes it easier to understand.
Link: https://engproguides.com/thermalguide.html

Engineering Pro Guides Full Exam ($40)

You will need more problems besides the NCEES sample exam to practice and to hone your skills. Engineering Pro Guides has the cheapest exams. It is $40 and has decent reviews and you are also able to ask questions from the author. Other exams cost around $59 to $100. The Engineering Pro Guides are closer in difficulty to the NCEES sample PE exam. The other exams are more difficult. You can also search for free exams online that do not come with solutions. Other ways to get more problems are to do the problems within the references below. Make sure to focus on the topics in the NCEES outline when you do those problems too.
Link: https://engproguides.com/thermalexam.html

ASHRAE Fundamentals from EBay ($60)

The ASHRAE Fundamentals is one of the best references to be used on the Thermal and Fluids PE exam. It contains many of the properties you need for air, water and steam. It contains a lot of formulas and equations for the topics on the NCEES outline like fluid mechanics, heat transfer, thermodynamics, pressure-enthalpy and the vapor refrigeration cycle. This book will also help you to solve the problems on pipe and duct design. On Amazon, this book is around $200, but you can get older versions for much cheaper like this one below from EBay. You may think that you need the newest and latest version to pass the exam, but in my opinion you don’t. Just think about all the other people that passed the exam previously with older versions of this book. Engineering and science is not going to change drastically, all the formulas, equations and material properties are still the same.

Please make sure that you do not buy the SI version or the CD version. The newest version is 2017 and the versions are updated every 4 years. So you should get the 2013 version but the 2009 version will work as well.

ASHRAE Systems and Equipment from Ebay($50)

Similar to ASHRAE Fundamentals, the ASHRAE Systems and Equipment book is updated every 4 years. The latest version is the 2016 version and it sells for around $200, but you should get the 2012 version. This version is being sold on EBay for around $50. This book will help you solve the problems on cooling towers, boilers, heat exchangers, condensers, pumps, compressors, fans, expansion valves, accumulators, air handlers, enthalpy wheels, heat pipes, economizers, etc.

College Thermodynamics Book ($25)

This test is called Thermal and Fluid Systems, so it makes sense to have a really good thermodynamics and fluid mechanics book. This book is geared towards engineers and more practical in application. I think this will be a good book to get extra problems to practice the various topics from the NCEES outline.

College Fluids Mechanics Book ($65)

This book is geared towards engineers and more practical in application. I think this will be a good book to get extra problems to practice the various topics from the NCEES outline.

Websites

The last set of references include the websites that apply to the NCEES outline topics that are not covered in any of the books above.

NCEES Mechanical PE Reference Handbook

In 2020, all Mechanical PE Exams will switch to computer based testing. So you must be very familiar with the handbook. You must login to myncees and then navigate to Useful Documents -> Reference Handbooks.
Link: https://account.ncees.org/

Psychrometric Charts

Psychrometrics is more common in HVAC & Refrigeration, but there may be a few problems that will require you to use a psychrometric chart. The PE exam should provide you a psychrometric chart, but it doesn’t hurt to have larger, more readable charts with you. Make sure you use the correct chart for the correct elevation.
Link: http://www.uigi.com/UIGI_IP.PDF
Link: 5,000 FT Elevation
Link: http://www.mitsubishielectric.ca/en/hvac/PDF/erv/RenewAire_Low_Temp.pdf

Economics

In case you encounter an economics problem with salvage value, present value, return on investment, etc. then you will need the following interest rate tables.
Link: http://global.oup.com/us/companion.websites/9780199778126/pdf/Appendix_C_CITables.pdf
Link: https://www.webpages.uidaho.edu/~mlowry/...

Vibration

The following link shows the practical application of vibration topics and how to select vibration isolators.
Link: https://www.novibration.com/isoselect.pdf

Cooling Towers

The ASHRAE Systems and Equipment book should have a lot of information on cooling towers, but in case you need more, please use this link.
Link: http://pdf.directindustry.com/pdf/spx-cooling-technologies/cooling-tower-fundamentals/34010-40110.html

Hydraulic Components

You should be familiar with hydraulics for the Hydraulic and Fluid Applications section.
Link: http://www.etcs.ipfw.edu/~dupenb/MET_330/Fluid%20Power%20Notes%205%20Hydraulic%20cylinders.pdf
Link: http://www.parker.com/parkerimages/mobilecylinder/cat/english/0001q.pdf
Link: http://www.boschrexroth.com/business_units/bri/de/downloads/hyd_formelsammlung_en.pdf

Pneumatic Components

You should be familiar with pneumatics for the Hydraulic and Fluid Applications section.
Link: https://www.gearseds.com/files/Pneumatics_Sample_Lessons.pdf
Link: http://www.atlascopco.com/en-uk/compressors/compressed-air-tips/compressed-air-manual

Internal Combustion Engines

This link provides some good information on piston engines, but does not focus too much on the cycles. You will need to rely on your Thermodynamics book to get information on the various cycles that use internal combustion engines.
Link: http://www.epi-eng.com/piston_engine_technology/engine_technology_contents.htm

Pressure Vessels

Link: http://courses.washington.edu/me354a/Thick%20Walled%20Cylinders.pdf
Link: https://www.engr.colostate.edu/~dga/mech325/handouts/pressure_vessels.pdf