I haven’t been shopping lately, so perhaps others can offer some more direct help.
I really think every Catholic should have a copy of Pope Benedict’s book, Jesus of Nazareth. It just brings you up and close to Jesus in the way that I’ve never seen a book do. He says Catholics should re-acquaint themselves with Jesus, over and over again. That’s a good description of this book. Don’t skim it, it’s not “fast food.”
I think it’s an ideal starting point for someone studying scripture at any level. It’s very self-contained, so that you don’t have to flip anyplace else. on the other hand, it’s a bit technical, but the Pope is such a good teacher.
That book is just the first of two on the same subject; he was supposedly working on the second companion book this summer. I can’t wait until that comes out.
Last, I have a copy of the protestant New International Version bible called “The Knowing Jesus Bible” and it is filled with all those cross-references you want, plus a lot of commentaries about meeting Jesus in the Old and New Testaments. This is a bible that gives you not just footnotes, but smaller essays about the accompanying scripture.
For example, it gives a commentary on Psalm 2 as a Messianic psalm, that is, about Jesus. The note that this psalm is a coronation hymn for a king. This helps me a lot, to appreciate the depth of the psalm, in this instance.
Again, not a Catholic book, but Matthew Henry’s Commentary is a good inspirational commentary, not a technical, critical one. It’s not exhaustive by any means, but it’s quite interesting.