First and foremost of course, The Bible:
My personal favorite is The Catholic Study Bible. It includes commentary on the historical context of the period, as well as a comprehensive map section.
Online, the Bible is available in almost any version you can think of, as well as in most languages. Two good sites:
US Conference of Bishops (with daily readings)
The Jesuit Guide to (Almost) Everything: A Spirituality for Real Life
by James Martin, SJ
A New York Times Bestseller, this book introduces the spiritual approach of St. Ignatius in a way that anyone can appreciate. Practical, funny, easy to read — a great way to investigate and build up your faith.
by C.S. Lewis
“One of the most popular introductions to Christian faith ever written…”
“If wit and wisdom, style and scholarship are requisites to passage through the pearly gates, Mr. Lewis will be among the angels.” The New Yorker
by Wm Paul Young
A well-known fictional story of tragedy meeting the Trinity. This book will change the way you think. Amazing insight.