http://www.witchscauldron.net/cauldron/booklist.htmThat's my own list. It's small, but there's so much crap out there it's for a reason. It is aimed fairly heavily at Wicca or Wicca-flavoured eclectic neo-paganism, because that's what I practice.
If you want to learn more about pantheons and deities, look up their myths - they're better for learning about the Gods than the vast majority of neo-pagan literature. Online, the Encyclopedia Mythica can be a decent starting place for learning about deities. If you're seriously interested in the Greeks, theoi.com is the place to go.
Also bear in mind that there's a lot of debunked theories that still roam freely in neo-pagan writing. This is partly because older authors are still holding onto the ideas they encountered when they began their paths and have not acknowledged their lack of basis in historical or anthropological fact, and partly because these older pagans have taught younger generations of pagans who reiterate these ideas uncritically.
For example, I've included Graves'
The White Goddess on my list, because it's beautiful and inspiring. But it has a basis in debunked theory that leaves it wanting on a factual level.