One-volume Bible Dictionaries 
A one-volume Bible dictionary is perhaps the most useful resource you can use for gaining quick insights on the persons, places, and major concepts in the Bible.  You will also find excellent discussions of issues in the larger field of biblical scholarship, like canon, translation, biblical criticism, and recent archaeological discoveries.  

Eerdmans Dictionary of the Bible (Eerdmans, 2000)
HarperCollins Bible Dictionary, revised edition (HarperSanFrancisco, 1996)
Holman Bible Dictionary (Holman, 1991)
Mercer Dictionary of the Bible (Mercer, 1990)

Multi-volume Bible Dictionaries
While a one-volume Bible dictionary will have abbreviated information on important persons and places, a multi-volume Bible dictionary will provide much more lengthy and technical discussions of such topics.  The three dictionaries recommended below offer balanced and complete treatment of textual, historical, theological, and archaeological data that is most relevant to biblical study.

The Anchor Bible Dictionary (Doubleday, 1992)
The Illustrated Bible Dictionary (InterVarsity, 1998)
The Interpreter's Dictionary of the Bible (Abingdon, 1962, 1972)

One-volume Bible Commentaries
If you use any of the four one-volume commentaries recommended below, remember that none of them will offer extensive discussions of particular texts.  The usefulness of these resource is that they offer excellent overviews of individual books, chapters, and longer passages in the Bible.  Normally, single verses are treated in great detail.  Like the one-volume Bible dictionary, the one-volume commentary will provide quick and practical interpretations on certain biblical texts. 

HarperCollins Bible Commentary (HarperSanFrancisco, 2000)
Mercer Commentary on the Bible (Mercer, 1994)
The New Jerome Biblical Commentary (Prentice Hall, 1990)
The Women's Bible Commentary (Westminster/John Knox, 1992)

Multi-volume Bible Commentaries
There are several very reliable multi-volume commentaries available for your use.  These will run the continuum from more traditional to less traditional interpretations, from a textual to literary focus, and from older to newer approaches to understanding the biblical text.  The most important thing to remember when using a multi-volume commentary is that usually different biblical scholars have written the individual volumes in the series.  This can sometimes lead to an unevenness in content and quality.  The following five offer the most reliable and balanced interpretations of biblical texts.

The Anchor Bible (Doubleday)
The International Critical Commentary (T & T Clark)
The New Interpreter's Bible (Abingdon)
The Torah Commentary (Jewish Publication Society)
Word Biblical Commentary (Word)