The NIV Study Bible: the study notes here are not perfect, but they are extensive, and nothing else quite like it has been done ; basically summarizing the best available commentary on each book of the Bible. The notes have been adapted to different Bibles, and even translations (For example, you can but the New American Standard Version with the NIV Study Bible Notes, a great combo. The one I would recommend, though, is the TNIV Study Bible.
Interlinear:
NASB-NIV Parallel New Testament in Greek and English (Marshall)... Extensive preview here
Many online
The IVP Bible Background Commentary: Vital for grasping the historical/cultural significance of a passage. Extensive OT preview here, Extensive NT preview here
Eerdman's Handbook of the Bible: It is amazing how this overview can sometimes nail the understanding/message of a particular book of the Bible, theme, or historical question. Full of charts and maps.
Small preview here
The New Bible Dictionary: The best one-volume Bible Dictionary; essential.
Concordance: Strong's (free online) and Young's are still popular, but since we don't circulate in the King James much anymore (and these are not "exhaustive or complete), The NIV Exhaustive Concordance is to be preferred.
Commentaries:
In order from most detailed/academic/use of Greek and Hebrew
todown-home, practical, devotional,sermon-oriented and "popular":
- New International Greek Testament Commentary
- Word Biblical Comemtary
- New International Commentary
- Inter Varsity Press Commentary (many volumes online free here at biblegateway.com
- Matthew Henry's Commentary (free here; concise version here)
- Warren Wiersbe's "BE" series
Word Studies:
- "Theological Wordbook of the Old Testament" (Harris, Archer, Waltke)..preview here/"Theological Dictionary of the NT" (Kittel)..note this second is many volumes, but helpfully abridged and summarized on one volume , nicknamed the Little Kittel. most of it readable online here
- The New International Dictionary of New Testament Theology, ed. Brown (overall most find this more helpful an accessible than #1)
- Vine's Expository Dictionary of New Testament Words
- BibleGateway.com
- Bible StudyTools.com (part of Crosswalk.com)