I have found two resources incredibly helpful when studying a book of the Bible. The first is my audio Bible. One of the difficulties of studying a book is that you really need to go over it several times in order to get a feel for its flow and notice parallels between earlier and later portions of the book. For longer books, it is just not practical for me to do several close reads.
I can, however, very easily listen to the book. Listening is not a good way to pay close attention to the text, but it is a great way to get a high-level overview. That broader context is very helpful when doing a close read. Even a longer book can be listened to in at most a few hours, which is just a couple days worth of commuting for me.
I recommend the KJV read by Alexander Scourby. You can get it in mp3 for less than $25. I know the KJV language is archaic, but like a good Shakespearean actor (which he is), Scourby reads it so well that you hardly notice and his voice is unparalleled. Not even James Earl Jones did a better job.
The second resource is N.T. Wright’s For Everyone series on the books of the New Testament. I have not found anything else that comes close to matching it for combining serious scholarly insight with a genuine pastoral concern for applying the text. Most commentaries are not meant to be read straight through, but these are best that way. Rather than doing a verse-by-verse commentary, Wright devotes 2-3 pages of commentary for every few paragraphs of Biblical text. They are easy to read in quick, bite-size segments and when you are finished you will have a great feel for the major themes of the book, the basic flow of the narrative or argument, and will have picked up many insights along the way that you couldn’t have noticed by yourself.