I try to always have a "technical", exegetical Bible study book on the go that pulls out the Greek and Hebrew and syntax and other good stuff. My latest is The Deep Things of God by Jon Paulien, an Adventist seminary professor. It's not a book one can read quickly, but it's well worth the effort.
Deep Things is a book about Revelation, the last book in the Bible. But the author only rests there briefly before plunging the reader back into Genesis. From there Paulien proceeds forward through the Old Testament, building rules of prophetic interpretation that help one uncover the prophecies of Revelation. Understanding these principles of interpretation is imperative for anyone who undertakes a serious study of Revelation.
What I liked about the book--the parallels Paulien points out between the creation, fall, flood, and exodus stories, the analysis of OT prophecies and their implications for interpretation, and the detailed explanation of how to find, categorize and apply the OT allusions (references) in Revelation. What I didn't like about the book--Nothing! My only complaint is how long it would take to study this book thoroughly. Unfortunately, the only thing that could change that would be computer augments for the human brain.
But seriously folks, I could only recommend this book to the serious Bible student. If you are a causal or beginning Bible reader, there are probably better ways to become aquinted with structured Bible study. Deep Things is written in an accessible, non-academic style, (few unexplained terms, footnotes, etc.), but it isn't for those who are afraid of expending brain power. However, if you are willing to dig deep into the word, you will definitely find The Deep Things of God to be an excellent guide.