ENCYCLOPEDIAS :

World Mythology
Greek Mythology
Egyptian Mythology
European Mythology
Mesoamerica

BOOKS:

Folklore & Fable
Archaeology

SECOND HAND BOOKS :

Do bargains exist?
Ancient Texts

MYTHING LINKS :

Notable websites

European Mythology Resources

Celtic, Slavic, Finnish, Norse ...

If you want a little bit of everything European you can't go wrong with The Ultimate Encyclopedia of Mytholgy by Arthur Cotterill, unless you want something that also includes Africa, Oceania or the Americas too. In which case check out his Encyclopedia of World Mythology.

Also check out the Ancient Texts section.