One of the ways of studying the Bible that I find really helpful is using a devotional commentary. They're often books of sermons (or lightly modified sermons) working through a book of the Bible. Sometimes they are popular-level applied versions of heavy academic work. At their best, they combine high level scholarship with the heart of a preacher.
As a teenager, I found reading John Stott's devotional commentaries on Acts, Romans and Ephesians a real spur to spiritual growth. And as a minister, I don't often get to hear other people preach through a book of the Bible, so they are really useful for keeping me fed as a Christian.
The best list I've found of them is at the Good Book Company. They pick one (or occasionally two) for each book of the Bible. When I know the book, I guess I agree with the GBC list about 80% of the time. When there's a book I've not read any good devotional commentaries on, I'll now try the one they suggest first. But for what it's worth, here are a few where I'd pick something else:
Deuteronomy: CJW Wright (NIBC)
Ruth & Esther: I Duguid (REC)
Nehemiah: R Brown (BST)
Jonah: RT Kendall
Habakkuk: J Lamb (Keswick)
Zechariah: B Webb (BST)