This translation is not as watered-down as other versions are, and includes many Arabic terms where the translators felt there was no appropriate English word. It is available online here.
This is available online here from the Muslim Students Association at the University of Southern California.
This is available here, also from the MSA/USC.
The two links prior to this represent hadith, a narration about things that Muhammad said or did, or actions done in the presence of Muhammad that he either approved of or disapproved of. Sirat Rasul Allah is known as a sira, taken from the Arabic word sirat, which means "a road". It is used to reference a biography, or "life of" Muhammad. Both of these sources, the hadith and the sira, make up the sunnah, or prophetic tradition. A Muslim cannot practice Islam without consulting both the Qur'an and the sunnah.
Tafsir translates literally into "explaining"; it represents commentary on the meanings of the Qur'an. Ibn Kathir is perhaps the most venerable of the Tafsir commentators, and these volumes are useful for explaining the context of Qur'anic verse, especially when jihad deniers accuse you of taking verse out of context. The complete tafsir is available online here.
Because of abrogation and progressive revelation, as discussed in my Five Pillars of Jihad essay, it is also helpful to know the chronology of the surahs of the Qur'an, found here.
