We suggest the following: 

* At least one of the biographies, such as Millington's (in one volume) or
  Newman's (in four volumes).  None of Wagner's biographers are infallible.
  Both Millington and Newman have their particular angles and prejudices.

* 'Wagner Nights' (UK title) or 'The Wagner Operas' (US title) by Ernest
  Newman.  Useful for information on the sources, text and music of the
  canonical works, but of limited assistance in understanding them.

* Of Wagner's own writings, his 'Opera and Drama' (Oper und Drama) of 1851
  -- online in German at 
  < http://gutenberg.spiegel.de/wagner/operdram/operdram.htm >
  -- and 'The Art-Work of the Future' (Das Kunstwerk der Zukunft) of 1849
  -- online in English at 
  < http://users.belgacom.net/wagnerlibrary/prose/wagartfut.htm >.

* Either Schopenhauer's 'The World as Will and Representation' (Die Welt
  als Wille und Vorstellung), or any introductory text on Schopenhauer's
  philosophy (such as Michael Tanner's 54 page 'Schopenhauer' in the 
  series 'The Great Philosophers' from Phoenix Paperbacks).