I recently had a friend ask my advice on the exegetical tools I regularly use (in addition to good commentaries). For what’s worth, here’s what I wrote:
In addition I often use an interlinear. (Here’s the one I use.) It helps if you have a bit of Greek. The first chapter of any primer should be enough to enable you to transliterate Greek words (turn the Greek alphabet into an English equivalent). (There is also an OT interlinear which I use less often.)
There are plenty of good lexicon’s around. The one I use is this one – though as often as not I use the lexicon at the back of my Greek NT. I also sometimes use an analytical lexicon (this is the one I use) which parses every word in the Greek NT.
Another great resource I use quite a bit is Colin Brown (ed.), The New International Dictionary of the New Testament. For most of the key words in the NT this gives a thorough article on the use of the word in classical Greek, in the LXX (the Greek OT) and in the NT itself. I notice someone’s also done an abridged edition.
I find a Synopsis of the Gospel really helpful. A Synopsis places the text of the Gospels side by side so you can compare how the different Gospel writers treat the same story. I love my mine which has the Greek on one page and the English on the opposite page, but it is expensive if you buy it new (which I didn’t, though it was still £25 25 years ago). You can get a version which just the English.
Bible dictionaries are also a great help. By my desk is the IVP New Bible Dictionary and the IVP New Dictionary of Biblical Theology and the IVP Dictionary of Biblical Imagery plus various volumes the Dictionary of the Old Testament and New Testament series – all of which are bundled together in the IVP Essential Reference CD Rom.
See also the resources gathered by Tyndale House.