Books

I've come across a few useful books in my Czech language studies. Here are the titles I'm familiar with (links lead to Amazon.com)

Language Courses

Colloquial Czech : The Complete Course for Beginners, by James Naughton.
This is my favorite. It has a great description of pronunciation and grammar, a good glossary, exercises (with answers in the back), and lots of useful words and phrases in the back. You can purchase the book by itself, with the cassette, or the cassette alone.
Teach Yourself Czech
This title is also very good. It sticks to the basics, with the goal to prepare you with a strong simple foundation in the language. It also includes lots of exercises (with answers), a glossary, and an appendix with its own recommended reading list. This can also be purchased with cassettes.
Czech in Three Months
The implausibility of the title aside, this is a good book with a somewhat narrow focus. Its strength is grammar, and can be particularly helpful for those who've never learned a foreign language before. I haven't seen the 1999 edition (mine is '95), but I'd still recommend this as an addition to your collection. This can also be purchased with cassettes.

Dictionaries

Kapesni Anglicko-Cesky Cesko-Anglicky Slovnik
I relied on the pocket-sized English-Czech/Czech-English dictionary, by Martin Knezovic, while I was in the Czech Republic, but I don't know if you can purchase it online. It's aimed at Czech readers, so the section on grammar in the back will be useless to those just beginning (like me), but carry it with you everywhere for instant vocabulary help.
Anglicko-Cesky Slovnik
This is an excellent English-Czech dictionary, by Josef Fronek, published by Leda. I don't know whether it's available outside the Czech Republic. At 1200 pages, it's much more inclusive than the pocket dictionary, and includes lots of information on slang and idiomatic phrases. A very good book, if you can find it.
Anglicko-Cesky Cesko-Anglicky Slovnik
Another one from Josef Fronek, this includes both English-Czech and Czech-English, also published by Leda. Equally as informative as the Anglicko-Cesky Slovnik above, I can only assume it suffers in comparison because of more limited space. Many people have written to point out that Fronek has published a Czech-English counterpart to his Anglicko-Cesky Slovnik. Mr. Fronek himself wrote to me to let me know that it was published in October of 2000 (also by Leda). I've yet to see it, but I've no doubt it's worth having.