I agree -- the original box set or folio would be a good start. And buy lots of modules -- Against the Giants series, Lost Caverns of Tsojcanth, and Temple of Elemental Evil are probably the most important to the setting. For in-print stuff, the Living Greyhawk Gazetteer is actually pretty good. But read the original first, so you know what stupid changes to ignore -- pretty much everything that happened between 587 CY and whenever it is set. An awful product of the Evil Reign of Lorraine produced a thing called "The Greyhawk Wars" game, that produced really silly results that have become "canon" to WOTC.
In particular, my changes are:
- PC's won in Against the Giants/Vault of the Drow. Therefore, Geoff and Sterich were not conquered by giants. If they were conquered anyhow, why the heck did we game for a year and kill a goddess?
- Bissel was invaded by Ket, but it hasn't lost.
- Iuz hasn't conquered so much, and never had a big army of fiends, though the Crook of Rao from the Isle of the Ape did get rid of those he had. For me, he conquered or co-opted the Horned Society, Shield Lands, the Bandit Kingdoms, and the Rovers. I don't care about Stonefist or the Pale. He's fighting Furyondy on the Veng and Veluna through the Vesve, and controls Whyestil Lake.
- Great Kingdom colapsed, and Megedia and Almor were badly effected, but it's not supernatural, it's like the Thirty Years War -- plague, hunger, war, and pestilence have driven out most of the humans.