It is worth saying at the outset that some books identified here will not be easily accessible unless you are prepared to visit reference libraries. These sources relate to the British military effort. Some are available as re-prints (R). Some books, such as unit histories, are available but only through the specialist second-hand trade at considerable cost (S). Others are available as currently in-print texts (C). The texts and sources listed below are, in my opinion, the keys to success in researching the Great War.

Military Operations. France and Belgium. A series of books, originally issued during the years after the Great War, often referred to the Official History. (R) Many volumes available by post from the IWM. Also Official Naval, Air and Medical histories. Indispensable!
Divisional, Regimental and Battalion Histories. For examples: The 42nd (East Lancashire) Division. 1914-1918, Frederick Gibbon, Country Life Press; The History of the Lancashire Fusiliers 1914-1918, Maj.Gen. Latter, Gale & Polden; The Manchester Regiment - the 16th, 17th, 18th & 19th Battalions 1914-1918, Anon, Sherratt & Hughes. (all S)
Soldiers Died and Officers Died. Arranged in Regimental order. A remarkably complete, multiple volume, printed record of British soldiers and officers killed or who died during the Great War. (R) Now rather overtaken by the accessibility of the CWGCs records which can be interrogated through your browser. See link to page 2.
British Regiments 1914-18. Comprehensive listings, by regiment such as the Lancashire Fusiliers or the Royal Warwickshire Regiment, of origins and service history of all UK battalions during the Great War. (R)
Order of Battle of Divisions. Enables the tracing of all war time units such as brigades, battalions and field units together with training, embarkation dates, battles and other engagements. Volumes available which cover both UK and Empire forces. (R) 
Currently in-print texts. A catalogue of currently available in-print books, as well as reprints and specialist second-hand texts, is available from Ray Westlake Military Books via the Hellfire-corner web-site. Specialist military history publishers include Pen & Sword Books who have many titles in their catalogue which deal with Pals units and issues such as the development of specialist units and contentious issues.