A few books I've found useful for studying the Bible and Hebrew history and culture:

The New Oxford Annotated Bible, An Ecumenical Study Guide.  "Ecumenical": inclusive, or encompassing many Christian churches

Armstrong. A History Of God. New York: Ballantine, 1993.

Cahill. The Gift Of The Jews. New York: Double Day, 1998.

Flanders et al. People Of The Covenant: An Introduction to the Hebrew Bible. New York: Oxford University Press, 1996.

Friedman. Who Wrote The Bible? New York: Harper, 1987.

Goldberg et al. The Jewish People And Their Religion. London: Penguin, 1987.

Miles. God: A Biography. New York: Vintage, 1995.

Pagels. The Origin Of Satan. Vintage. 1995.