Bibles that are solid translations with excellent footnotes and cross-references:
HarperCollins Study Bible
The New Oxford Annotated Bible with Apocrypha
There are numerous multi-volume Bible commentaries on the market, and most are quite expensive. Typically, Bible commentaries extensively expound on translation issues and historical context, going verse-by-verse in each book of the Bible. The best multi-volume Bible commentaries are:
The New Interpreters Bible Commentary (Protestant orientation)
Sacra Pagina (Catholic orientation)
The Anchor Bible (all over the map)
The best single volume commentary: The New Jerome Biblical Commentary (multiple authors)
Bible Dictionaries are organized something like an encyclopedia, with short articles on biblical subjects. Not all are accurate, and by necessity of brevity, all have gaps. The best on the market:
The HarperCollins Bible Dictionary
The Oxford Companion to the Bible
Other good-to-have Biblical references:
The Complete Gospels, edited by Robert J. Miller, HarperSanFrancisco, 1994 (contains early church “gospels” and other narratives not included in the New Testament).
Interliner Greek-English New Testament, edited by Jay P. Green, Baker Books, 1996 (contains line-by-line Greek and English translations for the NT).
Books about the Bible:
The Good Book: Reading the Bible with Mind and Heart, by Peter J. Gomes, William Morrow & Co., 1996.
Understanding the Old Testament, by Bernhard W. Anderson, Prentice-Hall, 1975 (still the standard, available on the used book market).
The Tree of Life: An Exploration of Biblical Wisdom Literature, by Roland E. Murphy, William B. Eerdmans Publishing Co., 1990.
An Introduction to the New Testament, by Raymond E. Brown, Doubleday, 1996.
The Birth of the Messiah: A Commentary on the Infancy Narratives in the Gospels of Matthew and Luke, by Raymond E. Brown, Doubleday, 1993.
The Death of the Messiah: From Gethsemane to the Grave, A Commentary on the Passion Narratives in the Four Gospels (two volumes), by Raymond E. Brown, 1993.
The Meaning of Jesus: Two Visions, by Marcus Borg and N.T. Wright, HarperSanFrancisco, 1999 (a fair representation of two differing contemporary views about the historical Jesus).
Meeting Jesus Again for the First Time: The Historical Heart of Contemporary Faith, by Marcus Borg, HarperSanFrancisco, 1994.
The Lost Gospel: The Book of Q & Christian Origins, by Burton L. Mack, HarperSanFrancisco, 1993.
The Mystical Way in the Fourth Gospel: Crossing Over into God, by L. William Countryman, Trinity Press International, 1994 (readable study and new translation of the Gospel of John).
…and there are many, many more! Enjoy your reading!
Episcopal and Revised Common Lectionaries (daily and Sunday Biblical readings):
BlueLetterBible -- Biblical translations, word/phrase search, and links to other biblical resources:
Most English versions of the Bible and other resources: New Testament Gateway