Surprised no one mention one of my favs:In the Buddha's Words: An Anthology of Discourses from the Pali Canon http://www.amazon.com/Buddhas-Words-Anthology-Discourses-Teachings/dp/0861714911/ref=sr_1_1?ie=UTF8&qid=1363877446&sr=8-1&keywords=in+the+buddha%27s+words
It is a very scholarly collection of discourses from the Pali Canon in themed chapters covering thoroughly ethical conduct, the threefold training including selections on ethics, meditation, insight/wisdom. Also introduces to the Buddhist realms of existence one can be reborn to in the cosmos (heaven, hell, and all in between), and explains how deeds of merit (good deeds) and ethical conduct can lead to a favorable and secure next life/rebirth.
Has some material on ethical conduct leading to prosperity in this life too.
All of the chapters start with several pages of introduction to the suttas that follow by the author, Bhikkhu Bodhi.
With that as your foundation, try some meditation books including ones mentioned here, Mindfulness in Plain English, Satipatthana: The Direct Path to Realization, The Four Foundations of Mindfulness, In This Very Life, and I recommend "The Way of Mindfulness" (must be ordered special from pariyatti.com or bps.lk publishers) and The Heart of Buddhist Meditation.
Some of these can be found online for free. http://homepage.ntlworld.com/pesala/Pandita/http://www.vipassana.com/meditation/mindfulness_in_plain_english.phphttp://www.accesstoinsight.org/lib/authors/soma/wayof.html
Check out "The Progress of Insight", "The Noble Eightfold Path" and "The Power of Mindfulness" too, short works available on accesstoinsight.orghttp://www.accesstoinsight.org/lib/authors/mahasi/progress.htmlhttp://www.accesstoinsight.org/lib/authors/nyanaponika/wheel121.htmlhttp://www.accesstoinsight.org/lib/authors/bodhi/waytoend.html