Basic Books for Bible study

Basic

• English Standard Version (ESV) for study. [website]
• Basic Christianity, John R. W. Stott
• The Crossway Comprehensive Concordance to the Holy Bible (ESV)
  or The Strongest Strong's Exhaustive Concordance (KJV)

More Advanced

• Today's Parallel Bible (KJV, NASB, NLT, NIV)
  or The Essential Evangelical Parallel Bible (NKJV, ESV, NLT, The Message)
  or The New Hendrickson Parallel Bible (KJV, NKJV, NIV, NLT)
• New Bible Commentary, IVP
• New Bible Dictionary, IVP
• Vines Expository Dictionary Of OT And NT Words, W. E. Vine
  or Mounce's Expository Dictionary of OT and NT Words. Bill Mounce
• Knowing Scripture, R. C. Sproul
• An Introduction to the New Testament, Carson and Moo
• An Introduction to the Old Testament, Longman and Dillard

Software

• e-Sword: A free software program with a basic set of Bible Study Tools. See www.e-sword.net to download the basic program and review the free add-ins. [website]
  or WORDsearch 9: An even better study tool (commercial). [website]

Study Bible

Study Bibles are not for general reading (use a reference Bible for that) because you may get confused between what the Bible says and what the human author of the study note says.  That said, a good study Bible is useful for Bible study when used as a commentary.  See out list of Recommended Study Bibles or Theologue's List of Study Bibles.