I'm in the final stages of completing a PhD on the subject (specializing in religions and languages of South Asia) and have taught a number of courses at the University level on South Asian religions and spent many months in India and S.E. Asia. So...this is one of my favorite questions!
Since I specialize in the religious traditions of South Asia, my recommendations are heavily weighted towards Islam, Hinduism, Buddhism, & Sikhism. No offense to Christianity or Judaism need be taken
Though it's an encyclopedia, you will find solid entries for all the major traditions in:
Merriam-Webster's Encyclopedia of World Religions
Just published is:
A Concise Introduction to World Religions, edited by Oxtoby. This is a popular University textbook (now in its 4th edition).
For an excellent general, though expensive, comparative overview of the three Abrahamic traditions (Judaism, Chritianity, & Islam), take a look at:
Jews, Christians, Muslims: A Comparative Introduction to Monotheistic Religions
For Islam in particular, I like:
Vision of Islam - it's non-linear (not a straight history), but rather revolves around key concepts;
The Encyclopedia of Islam, by: Juan Campo is a fantastic, inexpensive recourse for all kinds of topics but also includes a nice short introduction reviewing the tradition's history. Also check out:
Following Muhammad: Rethinking Islam in the Contemporary World, by: Ernst,
Destiny Disrupted: A History of the World Through Islamic Eyes, &
Islam in South Asia in Practice for a good "as lived" perspective of the tradition in that region.
For Hinduism, check out:
Darsan: Seeing the Divine Image in India, by: Eck,
Nine Lives by: Dalrymple (actually includes material on Islam, Buddhism & Jainism too). This is another great book for an "as lived" perspective for all of the traditions discussed and is very well written.
The Origins and Development of Classical Hinduism, by: Basham is a classic overview.
The Hindu Traditions: A Concise Introduction, by: Muesse is a more recent short account.
For Buddhism:
The World of Buddhism, by: Gombrich;
The Buddha: A Very Short Introduction, by: Carrithers (this is a GREAT book on the Buddha and his unique contributions to world thought). Another solid resource for the early traditions is:
What the Buddha Taught, by: Rahula.
Understanding Buddhism, by: Schmidt-Leukel covers the tradition from its beginnings in India to its transit into Western consciousness.
For Sikhism: one book pretty much rules them all:
Sikhism, by: Gurinder Singh Mann.
Let me know if you'd like any more information!
