I second the Mel Bay collections. I have the Scottish one and it's fun. It comes with a play along accompaniment CD.
I would also recommend Aria di Camera per Flauto Solo (published by Amadeus), a collection of Irish, Scottish, and Welsh airs. They are one-line tunes, but it's absolutely wonderful to sit back and break into a few of them on a quiet Sunday afternoon. As a Scottish-American, I am rather partial to the Scottish tunes ; but all are quite nice.
I have this book, and it's great because if you're looking for a particular tune, you can probably find it (as there's 1,001 of them in there). It's also nice to just flip through and find new and different tunes that you might not have heard before.
Some people say you shouldn't rely on this book too much, as there are so many variations on every tune, and of course it's better to learn tunes in a real session-type setting ... but of course, not all of us are lucky enough to have regular Irish sessions close enough to our houses! So in my opinion, it's worth having, even if you only use it as a reference.
; but all are quite nice.