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Indo-European Linguistics - my library
By an Amazon.com customer
Introduction to Indo-European LinguisticsIntroduction to Indo-European Linguistics by Oswald J. L. Szemerenyi
Buy new: $70.00 / Used from: $42.00
My favorite basic reference .
Comparative Indo-European Linguistics: An IntroductionComparative Indo-European Linguistics: An Introduction by Robert S. P. Beekes
Buy new: $41.61 / Used from: $28.47
more structured than Szemerenyi, a bit more "popular".
A Dictionary of Selected Synonyms in the Principal Indo-European Languages:  A Contribution to the History of IdeasA Dictionary of Selected Synonyms in the Principal Indo-European Languages: A Contribution to the History of Ideas by Carl Darling Buck
Buy new: $51.00 / Used from: $29.85
I keep this book near my bed :) it is a treasure.
The American Heritage Dictionary of Indo-European Roots : Second EditionThe American Heritage Dictionary of Indo-European Roots : Second Edition by Calvert Watkins
very basic, but fun if you're looking for a quick reference.
Indogermanisches Etymologisches Woerterbuch   Set 2 vols.Indogermanisches Etymologisches Woerterbuch Set 2 vols. by Julius Pokorny
Buy new: $595.00 / Used from: $285.00
Pokorny - *the* dictionary of IE roots. A must if you are serious (and rich).
Indo-European and the Indo-Europeans: A Reconstruction and Historical Analysis of a Proto-Language and a Proto-Culture (Trends in Linguistics: Studies ... Linguistics. Studies and Monographs [Tilsm])Indo-European and the Indo-Europeans: A Reconstruction and Historical Analysis of a Proto-Language and a Proto-Culture (Trends in Linguistics: Studies ... Linguistics. Studies and Monographs [Tilsm]) by Thomas V. Gamkrelidze
Buy new: $248.00 / Used from: $450.21
a brilliant, if somehow controversial, book.
Indo-European Language and Society (Miami linguistics series no. 12)Indo-European Language and Society (Miami linguistics series no. 12) by Emile Benveniste
fascinating study of IE society as can be seen through the common IE words and their meanings.
A Dictionary Of Tocharian B (Leiden Studies in Indo-European 10)A Dictionary Of Tocharian B (Leiden Studies in Indo-European 10) by Douglas Q. Adams
Buy new: $310.50
necessary for the study of Tocharian B. Excellent.
Tocharian Historical Phonology and Morphology (American Oriental Series)Tocharian Historical Phonology and Morphology (American Oriental Series) by Douglas Q. Adams
All books by prof. Adams are recommented. This one is important for the study of Tocharian, or for a general reference on IE.
Vedic GrammarVedic Grammar by A. A. Macdonell
indispensible if you intend to study Vedic
The Medium in the Rgveda (Orientalia Rheno-Traiectina)The Medium in the Rgveda (Orientalia Rheno-Traiectina) by Jan Gonda
Buy used from: $177.94
you don't necessarily need this one, but look for Gonda's books on the Vedic language.
A Rgvedic Word Concordance (Publication / Middle American Research Institute) 2 Volume SetA Rgvedic Word Concordance (Publication / Middle American Research Institute) 2 Volume Set by Alexander Lubotsky
Buy new: $125.00
this concordance is very important for Vedic, probably less important for general IE.
Greek GrammarGreek Grammar by Herbert Weir Smyth
Buy new: $44.63 / Used from: $20.00
a basic Greek grammar, very good.
Old Prussian Grammar: The Phonology and Morphology of the Three CatechismsOld Prussian Grammar: The Phonology and Morphology of the Three Catechisms by William R. Schmalstieg
meet Old Prussian - an extinct Baltic language, and W. Schmalstieg, the brilliant scholar.
Old Church Slavonic GrammarOld Church Slavonic Grammar by Horace G. Lunt
Buy new: $39.20 / Used from: $39.18
a must, but you will be happier with an earlier edition.
An Introduction to Old Russian (Journal of Indo-European Monograph Series No 15)An Introduction to Old Russian (Journal of Indo-European Monograph Series No 15) by William R. Schmalstieg
Buy used from: $113.83
this introduction to Old Russian is excellent; before this we had , for the English speaker, "History of Russian" by Matthews. It was awful.
The Slavonic Book of Esther: Text, Lexicon, Linguistic Analysis, Problems of Translation (Harvard Ukrainian Research Institute Publications)The Slavonic Book of Esther: Text, Lexicon, Linguistic Analysis, Problems of Translation (Harvard Ukrainian Research Institute Publications) by Horace G. Lunt
Buy new: $42.00 / Used from: $38.55
this probably doesn't belong here, but I couldn't resist. I was Prof. Taube's apprentice :)
An Introduction to Old NorseAn Introduction to Old Norse by E. V. Gordon
Buy new: $68.00 / Used from: $50.99
not the best book for the very advanced, but you have to start somewhere. Classic.
The Poetic Edda: Essays on Old Norse Mythology (Garland Medieval Casebooks)The Poetic Edda: Essays on Old Norse Mythology (Garland Medieval Casebooks) by Paul L. Acker
Buy new: $125.00 / Used from: $112.04
waiting for this one for two years now.
Grammar of Middle Welsh (Mediaeval & Modern Welsh) (English and Welsh Edition)Grammar of Middle Welsh (Mediaeval & Modern Welsh) (English and Welsh Edition) by D.Simon Evans
Buy used from: $40.00
this classic Middle Welsh grammar is recommended.
A Grammar of Old Irish (Irish language: grammar)A Grammar of Old Irish (Irish language: grammar) by Rudolf Thurneysen
Buy used from: $79.75
a book almost as impossible as Old Irish itself. Good luck!
How to Kill a Dragon: Aspects of Indo-European PoeticsHow to Kill a Dragon: Aspects of Indo-European Poetics by Calvert Watkins
Buy new: $36.00 / Used from: $24.79
and for treat: Calvert Watkins! This study is exemplary and fascinating.