A Comprehensive Russian Grammar - A great reference on Russian grammar.
The New Penguin Russian Course: A Complete Course for Beginners - Probably the best course in a book.
The Big Silver Book of Russian Verbs - A great reference book of conjugated Russian verbs.
Russian Learners' Dictionary: 10,000 Russian Words in Frequency Order - A simple but powerful concept. Expand your vocabulary by learning the most used words first.