I like MacArthur's workbooks because they include the passages in them, along with the kind of textual notes you'd find in a study Bible. Super portable and a nice way to dig in without toting lots of resources. He also does a nice, brief historical introduction at the beginning of each passage. But generally books like this leave me wanting more. It's a fine start for an overview, but a lot of the study questions answer themselves, leaving me wondering how I'm supposed to fill four blank lines with, "Yes, he does" or something like that.
We finished a study of Ruth in our Bible study last fall and we're moving on to Esther in the spring. My favorite resources for Ruth were "The New International Commentary: Ruth," "The Wings of Refuge: The Message of Ruth" and "God Behind the Seen: Expositions of the Books of Ruth and Esther." I'm looking forward to finding sources to dig deeper into Esther as well.