Personally, I favor these...
1. A History of Witchcraft by Jeffrey B. Rusell
2. Europe's Inner Demons by Norman Cohn
3. Archaic Roman Religion by Georgez Dumezil
4. The Triumph of the Moon by Ronald Hutton
5. Celtic Heritage by Alwyn Rees
Note: While there are many others out there, those are the ones I enjoyed the most.
I wish you the best in your studies.