If you're looking for a great book to help with a Bible Study - both for a group or for you individually - let me recommend to you the Catholic Commentary on Sacred Scripture series. I'd seen it advertised in jounals like First Things and decided to order the volume on The Gospel of Mark by Mary Healy.
Dr. Healy provides an introduction to the Gospel of Mark, and then procedes to comment on the text of the Gospel, giving both an historical and spiritual background.
The evidence of her research is seen clearly through the excellent connections between the Gospel and the Old Testament.
The volume provides the places in the Lectionary where a particular passage is found, as well as Old Testament foreshadowings and New Testament parallels, and commentaries in the Catechism of the Catholic Church.
I used this volume to help prepare my homily for this weekend (the text of which I have abandoned in light of the auto accident, for which reason there is no homily post this week); this may be the best Scripture commentary I've seen.
You can read an excert from the book here. I look forward to seeing other volumes in this series.