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Obviously, the most important book for a Christian is the Bible. And the more different versions of the Bible that one possesses, the better. Especially it is important to have highly accurate versions, such as the KJV, the NKJV, the NASB, the RSV (or the NRSV), and Greek-English Interlinears (again, the more of these, the better). Next, it is important to have a concordance, and dictionaries of Greek and Hebrew (and a Webster's dictionary, preferably an old one). The Word of God is the only pure source of faith, so I emphasize having a strong foundation in it.
Next to studying Scripture itself, and following the leading of the Spirit, one should seek the counsel of a good pastor, a wise and holy spiritual guide. Baxter is, from my own experience, an eminently fine choice for a pastor-at-a-distance. Do not let yourself be unnecessarily put-off by his archaic English, because he is actually easy to understand, and with just a little practice in archaic English, it becomes quite easy to understand.
Why do I like Baxter? Because I regard him as both very wise and very holy; he is a very safe pastor to follow, because he is very encouraging, yet he fosters such a healthy fear of sin and judgment, as to effectively frighten me away from sin; and he has such a hatred of sin, and such a love of holiness, as to effectively shame me away from sin; and because he has such a love for God, that he effectively helps me to see the goodness of God, that I may delight in Him also. Baxter is an exceptionally safe choice for a spiritual guide in today's age, because he does not condone sin in any form, as so many modern ministers are guilty of doing (and that without shame and fear). He is uncompromisingly righteous. He is severe, in coming against sin, because he sees the wickedness of it, and the onslaught of destruction that follows in its wake. He is effective because he is so genuine. He believes firmly in what he writes, and so he feels the truth of what he writes, and that conviction comes through compellingly to the reader. He is also effective because he is so persuasive. He leads one on, through reason, and makes the Christian life appear to be the only logical way, in a world of madness. Logic is his primary tool, yet he plies it in a warm, heart-felt way, which is certain to persuade the humble of the perfect reasonableness of the Christian life. He was a man of one book,--the Bible, so he was not excessively attached to any one group of believers, so as to parrot their "orthodox" doctrines, but he was orthodox, in the sense of holding to the primary tenets of the primitive church. Though he was a scholar's scholar, having written an amazing amount of literature, all of which is good, yet he was also a pastor's pastor, because he was also extremely successful at converting and shepherding his flock in Kidderminster.
Though many of his works are very excellent, I think that if you were to read only one, that it should be the first part of "A Christian Directory," which is basically a catechism of Christianity, to lead one to Christ, and then lead one by the hand, to show one how to live a holy life, and safely arrive in heaven. It is a manual of how to effectively live in Christ, and be victorious in all things. I cannot think of anyone safer to lead me, than Richard Baxter. Knowledgeable and devout Calvinists and Arminians alike, and those Christians who are neither, recognize the judiciousness, the sincerity, and the holiness of Baxter, though he cannot be rightly claimed by any single party, any denomination, as being exclusively their own (he actually had many enemies, though he diligently strove for reconciliation among the various religious parties that seemed unconcerned about unnecessarily dividing the church). Though many Christians during the last 333 years have not been in exact agreement with him on all aspects of theology, yet they recognized that he was a master of the way of Christ, and his intensely practical writings have been of great help to them (and me),--to warm my cold heart, to cultivate a right love for God and others, and to hate sin. I believe that if you were to follow the directions in this book, then you would very safely live in this life, and very safely arrive at your desired destination, after this life.
Baxter has an exceptionally clear view of eternity, which to me is such an abstract concept, and difficult to see, because this life, and the things of this world, tend to block my vision, and keep me from appreciating eternal matters; yet for him, it was as if he was continually peering into the vastness of eternity, and had somewhat grasped its importance, which enabled him to see the relative vanity of this "short inch of time," and keep everything in its proper perspective. I attribute this to the fact that he was sickly throughout his life, and was constantly faced with imminent death; he wrote, "I preached, as never sure to preach again, and as a dying man to dying men." No one takes spiritual matters, such as one's relationship with God, and one's probable eternal state, as seriously as a dying man does. No one can so feelingly appreciate the goodness of God and heaven, as well as someone who sees that he is just about to enter into eternity, and no one can see the odiousness of sin, as well as those that see that sin can ruin their chances of gaining heaven, and instead sentence them to eternal misery. Our problem does not generally lie in not knowing the truth, but rather in not truly believing the truth, and therefore in not having the benefit of truly feeling the power of the truth. It is very possible, and very common, to know a truth intellectually, and yet to seldom be mindful of it. Are you so mindful of the transitoriness of this short life, and your soon impending death and judgment, that you can seemingly taste your own mortality, and see yourself clearly, with your mind's eye, standing before the judgment bar of Christ, the holy and just Judge, from whom nothing is hidden, and who is no respecter of persons? Or is this all rather blurry and hazy to you, as your dreams at night usually are, when you are asleep?
Next to Scripture, and aids in understanding Scripture, I recommend this book, A Christian Directory. We cannot always listen to an effective pastor, but we can always read the writings of an effective pastor. Bless yourself, by acquainting yourself with Baxter, and let him become a close friend to you. Such a shame that the book is out of print! You can read this book online, by going to the CCEL website, and downloading it as a PDF document, and saving it to your own computer, for future reference. If you do not have the patience to read through the large first part of the book, Christian Ethics (the most necessary part of the book to know), then it may still be of great use to you, as a reference, because the Table of Contents is extremely detailed. Other books by Baxter that I have read, with much profit: The Saint's Everlasting Rest; A Treatise of Conversion; and, A Treatise of Self-Denial; all excellent. I hope to see you on the other side.