For a list of classic commentaries on the OT and NT, especially those from a Reformed perspective, see Joel R. Beeke's list posted on the Puritan Reformed Theological Seminary website.
They have also included a 28-page Bibliography of Secondary Sources on the Puritans which was excerpted from Beeke's Meet the Puritans (Reformation Heritage Books, 2006).
I've also added these links to our Book Rec's page.
BTW, if you know of any other recommendation lists, please let me know. Thanks.