ological, rhetorical, and/or narrative); good one-volume commentaries covering the whole OT and NT include the New Jerome Biblical Commentary and the Harpers Bible Commentary; multi-volume commentary series go into much more depth on each biblical book.
Bible Dictionary - contains articles on most biblical names, places, images, themes, and other words in alphabetical order; the best ones currently available are the Anchor Bible Dictionary (ABD; 6 vols.; 1992), the Interpreters Dictionary of the Bible (IDB: 4 vols. 1962; and IDBS: a "Supplement" vol. 1969), and the HarperCollins Bible Dictionary (1996).
Lexicon - a dictionary explaining the meaning of ancient Hebrew or Greek words, and usually also providing some references for where and how they are used in ancient literature.
Concordance - a book listing all the passages in the Bible (OT and NT) in which a particular word is used; be careful when using English concordances, since a particular Hebrew or Greek word might be translated with various different English words; so always also look up related words and synonyms!
Parallel Bible - an edition which prints several English translations (often 4, 6, or 8 different ones! - and sometimes also the original Greek or Hebrew text) in parallel columns on the same pages so you can compare them easily; the texts follow the biblical order from Genesis to Revelation (or Matthew to Revelation if it covers only the NT).
Gospel Synopsis - a book which prints similar pericopes from the Gospels (either the Synoptics only, or possibly all four Gospels) in parallel columns on the same pages for easy comparison; it uses only one English translation (and/or Greek texts). Our Synopsis of the Four Gospels, edited by K. Aland, is based on the RSV (Revised Standard Version). Pericopes are arranged roughly from the beginning of Matt to the end of John, but since pericopes are in different orders in the Synoptics, and most of John's material is not in the Synoptics at all, many pericopes have to be printed out of biblical order or printed twice.
Interlinear Bible - an edition in which each line of the original biblical text (OT Hebrew or NT Greek) is followed by a line containing a literal English equivalent directly underneath each Hebrew or Greek word; since the word order of the ancient languages is very different from any modern languages, the English equivalents seem very strange, chopped up, and out of order; thus a smooth English translation is usually also provided in the margins.
Some Contrasting Pairs:
Genre - the literary "form" or "category" of a text (not just biblical, but any literature); larger genres in the NT include Gospels, Letters, Acts, Apocalypses, Novels, Biographies, etc.; smaller genres within the Gospels include parables, sayings, controversy dialogues, healing miracles, exorcisms, nature miracles, etc.
Pericope (not "periScope"; pronounced "peh-RIH-cuh-pee") - an individual "passage" within the Gospels, with a distinct beginning and ending, so that it forms an independent literary "unit"; similar pericopes are often found in different places and different orders in the Gospels; pericopes can include various genres (parables, miracle stories, evangelists' summaries, etc.)
Parable - a metaphorical story featuring common images and vivid comparisons, but usually with a twist; many (but not all) of Jesus' parables are about the Reign of God. Caution: "parables" are only stories told BY Jesus, but not all stories about Jesus; the Gospels' descriptions about Jesus' actions are better called "passages," "paragraphs," "stories," or "pericopes."
Exegesis - careful investigation of the original meaning of a text in its historical and literary contexts; the word comes from a Greek verb meaning "to lead out of" (Greek "ex" = "out"; "ago" = "to lead/go/draw"); the process basically involves asking analytical questions about various aspects of the texts and their contexts; the opposite process is called Eisegesis, which means "reading [your own opinions] into" the text (not a good idea in biblical studies!)
Criticisms - various 