Bullfinch's Mythology.
http://en.wikipedia.org/wiki/Bulfinch's_Mythology
The work is in the PD at Gutenberg and elsewhere. Including Mobileread.
Edith Hamilton's Mythology:
http://en.wikipedia.org/wiki/Mythology_(book)
Robert Graves:
http://en.wikipedia.org/wiki/The_Greek_Myths
Time-Life has a very nice set of 20+ Coffee Table books on various mythologies from across the world. High-quality illustrations and all.
http://www.goodreads.com/series/49224-myth-and-mankind