I don't mean to be boring, because I've said all this before, but the ESV Study Bible is an amazing resource. I am now 78% of the way through it and have read
I appreciate the individual articles, introductions and study notes, but also the way they interrelate. The editors have done a terrific job.
Jack Collins' introduction and notes on Psalms are particularly outstanding.
Again and again the contributors show how important Deuteronomy and Exodus 34:6-7 are in the plan of the Old Testament and to the Bible as a whole.
I think every Christian person should be involved in getting to know God's Word, firstly through reading it without comments. An excellent way to do this is to read The Books of the Bible: a presentation of Today's New International Version, which removes chapters, verses and headings, rearranges the text to be partly chronological and partly thematic.
Then, when you have some familiarity with the Bible and have read the whole of it through, I can't think of a better guide than the ESV Study Bible. I'm finding it thrilling, though hard-going too, at times.