Primary Sources - Mythological Poems and Such...
Henry Adams Bellows (tr.). The Poetic Edda: The Mythological Poems. (Dover Publications, Inc., New York, Dover Edition 2004)
Lee Hollander (tr.). The Poetic Edda. (University of Texas Press, Austin, 1986)
Carolyne Larrington (tr.). The Poetic Edda. (Oxford University Press, Oxford, 1996)
Snorri Sturluson; Anthony Faulkes (tr.). Edda. (Everyman, Charles E. Tuttle Co, Rutland, 1987)
Howell D. Chickering, Jr. (tr.). Beowulf: A Dual-Language Edition. (Anchor Books, New York, 1977)
Michael Alexander (tr.). The Earliest English Poems. (Penguin Books, Baltimore, 1966)
Bellows' translation of the Poetic Edda, along with many other texts that are out of copyright (i.e., copyright on the original translation/book has expired) are available on the Northvegr Foundation website.
Similarly, Olive Bray's translation of the Havamal (also out of copyright) is available on D.L. Ashliman's website.
Secondary Sources - Sagas and Such...
The Sagas of Icelanders. (Penguin Books, New York, 2001)
J.L. Byock (tr.). The Saga of the Volsungs. (Penguin Books, Baltimore, 2000)
A.T. Hatto (tr.). The Nibelungenlied. (Penguin Books, Baltimore, Reprint 1972)
Out of copyright translations of the Sagas and other texts are available on the Northvegr Foundation website. The Online Medieval and Classical Library and Project Gutenberg also have translations of the Sagas and other texts of Heathen interest.
Contemporary Heathen Books
Freya Aswynn. Northern Mysteries & Magick: Runes, Gods and Feminine Powers. (Llewellyn, St. Paul, 1998) [Revised edition of Leaves of Yggdrasil]
Kveldulfr Gundarsson. Teutonic Religion. (Llewellyn, St. Paul, 1993) [Available for purchase as a PDF on Freya Aswynn's website, under Books & Readings.]
Alice Karlsdottir. Magic of the Norse Goddesses. (Runa-Raven Press, Smithville, 2003) [Order at Runa-Raven Press]
Swain Wodening. Hammer of the Gods: Anglo-Saxon Paganism in Modern Times. (Angleseaxisce Ealdriht, Little Elm, 2003)
The Troth. Our Troth. (The Troth, 2nd Edition, 2005)
History and Mythology
Paul Bauschatz. The Well and the Tree . (University of Massachusetts Press, Amherst, 1982)
H.R. Ellis. The Road to Hel. (Cambridge University Press, Cambridge, 1943)
H.R. Ellis-Davidson. Lost Beliefs of Northern Europe. (Routledge, New York, 1993)
H.R. Ellis-Davidson. Myths and Symbols in Pagan Europe. (Syracuse University Press, Syracuse, 1988)
H.R. Ellis-Davidson. Roles of the Northern Goddess. (Routledge, New York, 1998)
Stephen O. Glosecki. Shamanism and Old English Poetry. (Garland Publishing, Inc., New York, 1989)
Malcolm Todd. The Early Germans. (Blackwell Publishing, Oxford, 2nd Edition 2004)
E.O.G. Turville-Petre. Myth and Religion of the North. (Greenwood Publishing, Westport, Reprint 1975)
Runes
These texts are all good to start with if you're new to the Runes:
Freya Aswynn. Northern Mysteries & Magick: Runes, Gods and Feminine Powers. (Llewellyn, St. Paul, 1998) [Revised edition of Leaves of Yggdrasil]
Kveldulfr Gundarsson. Teutonic Magic. (Llewellyn, St. Paul, 1994) [Available for purchase as a PDF on Freya Aswynn's website, under Books & Readings.]
Diana Paxson. Taking Up the Runes: A Complete Guide to Using Runes in Spells, Rituals, Divination, and Magic. (Weiser, Boston, 2005)
Nigel Pennick. The Complete Illustrated Guide to Runes. (Element Books Limited, 1999)
Edred Thorsson. Runelore. (Weiser, Boston, 1987)
Leon Wild. The Runes Workbook. (Thunder Bay Press, San Diego, 2004)
Most scholars are either skeptical or dismissive of the Runes having any magical or religious meaning - or that we can uncover such meaning from the fragments of evidence that have survived the centuries. But these books are indispensible for understanding the Runes in pre- and early history:
R.W.V. Elliott. Runes: An Introduction. (St Martins Press, 2nd edition, 1989)
Maureen Halsall. The Old English Rune Poem: A Critical Edition. (University of Toronto Press, Toronto, 1981)
Jantina Helena Looijenga. Runes around the North Sea and on the Continent AD 150-700; texts & contexts. (University Library of Groningen, Groningen, 1997)
R.I. Page. An Introduction to English Runes. (Boydell Press, 2nd Edition, 2003)
These are some worthwhile websites on the Runes:
An English Dictionary of Runic Inscriptions of the Younger Futhark
Miercinga Ríce page on Anglo-Saxon Galdors, Runes, Seiðr, Spæ
Arild Hauge's Runes
Gary Stanfield's Old English Rune Poem Book
Jordsvin's Rune Pages
Nordic Magic Healing - Rune Pages
Northvegr Foundation - The Rune Poems
Ragweed Forge - The Rune Poems
Sunnyway - Runes, Alphabet of Mystery
Kiel Rune Project: Linguistic Database of Rune Inscriptions in the Elder Futhark
The Runic Journey
Eric Wodening's Rune Pages