In all honesty you should soon outgrow a one-volume commentary but when you are getting started it can be useful (and comforting) to have a book with something about every book in the Bible even if, more often than not, it will be too superficial for detailed work. Bible dictionaries and encyclopaedias are arranged in alphabetical order (so Acts to Zephaniah); commentaries and handbooks are in canonical order (so Genesis to Revelation).
Commentaries and handbooks will also have introductory material, some of which can be very good indeed – if you remember to use it. There are many old favourites available for free use on-line but it is important to remember that these old books may have been the classics of their day but today can be badly behind the times. A writer such as Matthew Henry (1662-1714) can be shrewd, witty, and memorable – and well worth quoting in your sermons – but he must never be your first or only source of Biblical comment as the world has moved on since his day. Today’s burning questions such as Creation/Evolution and the place of women in church and society were not being asked back then and discoveries such as the Dead Sea Scrolls have moved our understanding of the Bible and the Biblical world forward in ways that Henry cannot be expected to have known. So dip in to the old books – but consider investing in at least one newer title as well.
Some to consider are:
Alexander, Pat and David, The Lion Handbook to the Bible (Oxford: Lion)
Now in its third edition but the earlier ones still contain much useful information.
Bruce, F. F., The International Commentary with the New International Version (Grand Rapids, MI: Zondervan, 1986).
Carson, D.A., R. T. France, Gordon J. Wenham, J. A. Motyer, eds, The New Bible Commentary: 21st Century Edition (Leicester: InterVarsity Press, 1994).
The NBC has been through many editions and any of them will serve you well. This latest revision is also on IVP’s Essential Reference CD-ROM.
Elwell, Walter A., Baker Commentary on the Bible (Grand Rapids, MI: Baker, 1989).
Manser, Martin (editor), Collins Bible Companion (London: Collins, 2009).
Pfeiffer, C. F. and E. F. Harrison, The Wycliffe Bible Commentary (Chicago IL: Moody, 1962).