Reddit reviews Plane Answers to Complex Questions: The Theory of Linear Models (Springer Texts in Statistics)
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Wasserman's book is definitely the standard for (IMO) a "CliffNotes" version of mathematical statistics at the intro-Ph.D. level.
If you're looking for something like GLMs, GAMs, etc., you're going to want a book on linear models. I've heard good things about Agresti's new intro text but haven't read it. I have read Monahan's text and Christensen's text, but these are -very- technical and can't be absorbed on a quick read. I think one of the texts by Kutner might have what you're looking for, but I'm not sure (don't have a copy myself).
You may want to check out Shalizi's text.
I don't have any books I would recommend on the m<n topic but if you want to deal with non-singular matrices, you need to pick up a book on the General Linear Model. I have been told Christiansen is good. I have also heard that Wichura is good but I don't think he does matrix theory very much. He is more interested in abstract vector spaces.