The book of Daniel: Daniel's Prophecy of the 70 Weeks by Alva J. McClain. Small paperback book that clearly explains this important prophecy. A must read!
Daniel: The Key to Prophetic Revelation by John Walvoord (Moody Press). Probably the best commentary on Daniel and easy to understand.
A Commentary on Daniel by Leon Wood (Zondervan). Another good commentary but a little more technical than Walvoord's book.
The book of Revelation:
The Revelation of Jesus Christ by John Walvoord (Moody Press). An excellent commentary on the book of Revelation and easy to understand.
The Rapture:
Maranatha, Our Lord Come! by Reginald Showers. The Pre-Tribulation Rapture by Allen Beechick. This book is the best I have read on the rapture. Beechick shares some incredible insights that will challenge you. This book is now available FREE to download on the internet http://www.rapturesolution.com under the new title The Rapture Solution.
The Millennium:
The Millennial Kingdom by John Walvoord (Zondervan). Explains the Millennium.
Life in the Millennium by Mona Johnian (Bridge Publishing).
Heaven & Eternity:
Making Today Count for Eternity by Kent Crockett (Multnomah Publishers). Explains how to get to heaven, how assignments in heaven will be determined, and how to make each day on earth count. Interesting stories in each chapter makes the book very easy to understand. See www.KentCrockett.com for more information.
General Overview of Prophecy:
Things to Come by Dwight Pentecost (Zondervan). A handbook to look up prophetic topics and scriptures. The Kingdom of God Visualized by Ray Baughman (Moody Press). This book is the best book I have read for a prophetic overview. Again, some of the best books are usually out of print. Consider yourself blessed if you can find a copy.