I've dabbled in quite a few, and been contented and enlightened by what they say (to me it seems to be the same thing over and over and over rewritten each time from a different cultural perspective).
I think reading is a wonderful way to explore. I came to paganism through the back door of philosophy and history more than by any other route. I didn't even know a neo=pagan movement was under way back in 1985 when the dreams began to change my life. It was my reading that informed me where I could go on those wild and terrifying dreams. It was reading that made me sure it was a process of change and not insanity.
Back then, Mircea Eliade's book "Shamanism" saved my life!
I had a reasonable grounding in mythology...the Greek of course, and the Finnish "Kalevala" and the "Icelandic Sagas".
Others that mattered included the whole "Masks of God" series, "The Spiral Dance", "Drawing Down the Moon". I read Eisler's "The Chalice and the Blade" and some Merlin Stone with a historian's jaundiced eye; but still found much to value there.
I loved "Origins of the Sacred" by Dudley Moore FAR more than Frazier's "Golden Bough" or Grave's "White Goddess".
I mixed myth with psychology and enjoyed Nor Hall's "The Moon and The Virgin"...which contrasted with Tim Ward's "Savage Breast" interestingly. (Ward is a screwed up dude...he wasted a world tour of sacred Goddess sites kwetching about what castrating b****es women are...but I enjoyed reading about those places.) I liked Ginette Paris well enough in "Pagan Meditations"...but that was pretty early on.
I diverged into deeper Greek mysteries for a while:
In Search of God the Mother by Roller
The Goddess and the Warrior by Marinatos
Greek Folk Religion by Nilsson
Five Stages of Greek Religion by Murray
Greek Religion by Burkert
And then, after trying to "civilize" my beliefs, I just plunged back into Shamanism, reading even books scientifically debunking it---things like "How the Shaman Stole the Moon", but also:
Shamans: Siberian Spirituality & the Western Imagination by Hutton
Entering the Circle by Kharitidi (a Russian doctor's experiences in Siberia)
And a host of stuff I found in PDF online.
I intentionally avoided a lot of the more popular neo-shamanic books and stuck to more scholarly things. I didn't like the "its all the same" thought patterns in the popular press.
Now, I seem to be headed for a phase of Nordic searching. And maybe more Northern British Isles....