Aaron Leitch has just published a list of books which are useful for Golden Dawn and general magical studies here
His list, which is for beginners includes :
The Essential Golden Dawn : An Introduction to High Magic - Chic and Tabatha Cicero
Modern Magick: Twelve Lessons in the High Magickal Arts – Donald Michael Kraig
Self-Initiation Into the Golden Dawn Tradition: A Complete Curriculum of Study for Both the Solitary Magician and the Working Magical Group – Chic and Tabatha Cicero
Secrets of a Golden Dawn Temple – Chic and Tabatha Cicero
The Golden Dawn Ritual Tarot – Tabatha Cicero and Chic Cicero
The Golden Dawn: The Original Account of the Teachings, Rites & Ceremonies of the Hermetic Order – edited by Israel Regardie
The Complete Golden Dawn System of Magic – edited by Israel Regardie
A Garden of Pomegranates: Skrying on the Tree of Life – Israel Regardie, Chic and Tabatha Cicero
The Middle Pillar: The Balance Between Mind and Magic – Israel Regardie, Chic and Tabatha Cicero
Prometheus Rising – Robert Anton Wilson, Introduced by Israel Regardie.
Ishtar Rising: Or, Why the Goddess Went to Hell and What to Expect Now That She’s Returning – Robert Anton Wilson
Experiencing the Kabbalah: A Simple Guide to Spiritual Wholeness – Chic and Tabatha Cicero
Making Talismans: Living Entities of Power – Nick Farrell
King Over the Water: Samuel Mathers and the Golden Dawn - Nick Farrell
Mathers’ Last Secret REVISED – The Rituals and Teachings of the Alpha et Omega – Nick Farrell
By Names and Images: Bringing the Golden Dawn to Life – Peregrin Wildoak
I have not read anything by Robert Anton Wilson and have only glanced through Modern Magick. But to this list I would add:
Mystical Cabbalah, by Dion Fortune
(Still the best intro to Golden Dawn Cabbalah)
Training and Work of an Initiate by Dion Fortune
Esoteric Orders and Their Work by Dion Fortune
Magician his Training and Work by Ernest Butler
Magical Imagination by Nick Farrell
I am biased but I still think this is one of the first books to help understand inner states of magic – Perigrin's is another.
The Magical Tarot of the Golden Dawn by Pat and Chris Zalewski
For the History I would add
Magicians of the Golden Dawn Ellic Howe
The “next level” of books is very long and includes everything that has been written by Pat and Chris Zalewski and Darcy Kuntz