Theology is the study of the nature of God, His attributes and His relationship to the universe. Thus theology attempts to understand the nature of God, his creations - particularly mankind, and His redemptive plan for man. While not strictly "Bible study" its pretty hard to study the Bible without also gaining an appreciation for theology!
Christian Theology
This is one of the most widely used books on theology. It is evangelical, conservative, and fair minded with its treatment of a number of debated theological topics.
Written by Dr. Millard J. Erickson. Published by Baker Academic.
Systematic Theology
This is a systematic theology book that is clearly written and very well organized. Tough issues are discussed fairly with a Biblical foundation.
When I didn't quite understand something in another theology book - this is the volume I would come back to because it is so well written.
Written by Dr. Wayne Grudem. Published by Zondervan.
Dogmatic Theology
This book was originally published over 100 years ago but it is still a go-to theology book for many students of theology. It was updated and edited by Dr. Alan Gomes in 2003.
As great as the original volume was, well it was 100 years old and the language was a bit different than what were are used to. Dr. Gomes brilliantly edited the original to make it more readable, and far more easily understood.
Written by William G. Shedd, edited by Dr. Alan Gomes. Published by P&R.