If you were looking for an all in one general reference material on a computer, I'd highly suggest the Logos Bible Study software program. It can be kinda pricey, but it has the best bang for your buck, and would really save you time and money.
However, if you insist of having print, I would highly recommend "The IVP Bible Dictionary Series." It's a multi-volume/titled work that contains outstanding scholarly background information on just about anything and everything you'd need to know about the new and old testaments. I believe there are 7 books overall, but they are very worth the investment. Each will run you about $30-40 bucks a pop, and each volume is dedicated to a particular issue i.e. The Gospels, The Pauline Epistles, etc. But, you'll probably never need anything else.
If you'd rather have an easier to access Bible dictionary, I'd recommend Nelson's Bible Dictionary, edited by F.F. Bruce.
I personally don't recommend any single commentary on the Scriptures. Really, to get your dollars worth on a commentary, you need to get commentaries on individual books of the Bible. The New International Commentary series on the New and Old Testaments are excellent.
In lieu of a general commentary, I would recommend you purchase a couple books that simply survey the New and Old Testaments. These books will generally give you an idea of what is happening in each major section/book of the Scriptures, key passages, and general contextual considerations. Such is a better study aid than simply opening to your Matthew Henry commentary. "A Survey of the New Testament" by Robert Gundry is excellent. "A Popular Survey of the Old Testament" by Norman Geisler can also be good. But I only say that because I've not really read anything else.
NASB is the best literal translation of the Scriptures. Having translated a bit of greek in my day, I've yet to find anything better.
If you need a concordance, Strong's is fine. But, I really don't recommend anybody use Strong's. If you are going to use a Greek/Hebrew dictionary, you need something much more serious than Strong's. For example, you really need something like the BDAG to do serious word studies. But, unless you know how to read Greek, and have a general understanding of Greek grammar, most of it will not make sense to you.
$500 and you should be set for life.