There's a ton of books out there that frequently cover the same topics, but these are the ones that I've particularly enjoyed.
- Studying the Bible
Studies in the Sermon on the Mount by D. Martin Lloyd-Jones
It's exactly what it sounds like. Great series of sermons.
Right in Their Own Eyes by George M. Schwab
A really cool study on Judges that brings out some fascinating behind the scenes connections and such. Best book of the few I have read in this series.
Primeval Saints by James B. Jordan
Cool study on the lives of the Genesis patriarchs.
The Four by Peter Leithart
Cool study on the four gospels.
A Sweet and Bitter Providence by John Piper
Ruth.
Prodigal God by Timothy Keller
Parable of the Prodigal Son.
Triumph of the Lamb by Dennis Johnson
Very interesting commentary on Revelation.
Jesus on Every Page by David Murray
A great look at the glimpses of Christ in the Old Testament. Maybe toss in A House for My Name for some more cool insights in the OT.
A Visual Guide to Bible Events by James Martin
Brings Bible stories into context by showing maps and such.
Rose Book of Bible Charts, Maps, and Timelines
Tons of cool reference stuff.
Holman Illustrated Bible Dictionary
Great resource.
Baker's Handbook of Bible Lists
Lists for fun and useful facts.
- Theology
Desiring God by John Piper
There's no shortage of good books about the person of God, but this one really brings it to the heart.
Heaven by Randy Alcorn
An inspiring look at what awaits us.
God's Big Picture by Vaughan Roberts
I can't remember if I liked this or According to Plan better, but they're both great books explaining the overall story of scripture, of which there are many.
The Case for Amillennialism by Kim Riddlebarger
A good, but sometimes dry, look at eschatology.
The Most Misused Verses in the Bible by Eric Bargerhuff
Pick up some practical hermeneutics in this fun little survey.
Handbook on the New Testament Use of the Old Testament by G.K. Beale
A good read on the issues of... what the title says.
- History
How Christianity Changed the World by Alvin Schmidt
Easy to read look at the side benefits Christianity has given to the world at large.
The Unquenchable Flame by Michael Reeves
An enjoyable little read on the history and figures of the Reformation.
The Lost History of Christianity by Philip Jenkins
This could have been better, but it's still an interesting look at the old non-Roman branches of Christianity.
The Christian Almanac by George Grant
Get your snippets of Christian history in nice daily chunks.
A Visual History of the English Bible by Donald Brake
A fun and informative journey into Bible making and collecting.
The Origin of the Bible by Philip Comfort
A great set of essays on how we get the modern Bible.
From Jerusalem to Irian Jaya by Ruth Tucker
An interesting collection of biographies to learn about the history of Christian missions. My favorite is Gladys Aylward.
After Acts by Bryan Litfin
An interesting little read on what we really know about the lives of the apostles and New Testament authorship.
- Apologetics
The Heresy of Orthodoxy by Andreas Kostenberger
A great look at the question as to whether there has actually been a historical orthodox Christianity.
The Bible Among Myths by John Oswalt
Is the Bible unique or just another regular middle eastern religion?
Did God Really Command Genocide? by Paul Copan
A really interesting look at the question (that could have been a little more concise).
Can We Still Believe the Bible? by Craig Blomberg
A good answer to the arguments against the Bible.
On Guard by William Lane Craig.
Great overview of your standard arguments-for-God type stuff. Also check out The Reason for God and True Reason.
Some books that I hope to read soon include Getting to Know the Church Fathers by Bryan Litfin and Fabricating Jesus by Craig Evans.