Reference request for Gibbs measure
The basic reference for Gibbs measures and phase transition is Georgii's book. It covers a lot of topics on the subject. Other good (book) references are Velenik and Friedli's book and Sinai's book. These, however, are not totally dedicated to Gibbs measures, also covering various statistical mechanics topics.
There are other lecture notes that are very helpful and well-written. For instance I can cite Arnaud's text, Anton Bovier's text (which has a part II also avaiable) and R. Fernández's text.
In addition to the excellent references mentioned by Willy.K, you can find links to lectures by Adams, Disertori and Kupiainen on rigorous statistical mechanics on one of my old course webpages. Also, Roland Bauerschmidt has a very nice set of notes on spin models on this course page.