I think one of the most helpful things in dealing with grief is meditation and reflection. Peace In The Face Of Loss by Jill Kelly has been one of the most helpful books I've read since losing Jacob close to four years ago.
While it is written by a mother who has lost a child and deals a lot with child loss I think it would be great for any type of loss (spouse, parent, sibling, etc.) as it is basically digging into God's word to understand why bad things may (will) happen in our life, how there is a purpose in our pain, how we can lean on God during those times, etc. As a matter of fact, I got so much more than comfort for my grief from this book but also some sound advice for dealing with anxiety, worry, and so on. It is a very comforting and wise book.
I keep very few books after reading them but this will go onto my shelves. I have a small shelf (that is growing in size) of books dealing with loss that I reread or pull one out from time to time to give to a newly grieving person. This book is leather bound and a would make a great gift for someone who has lost a loved one.