Some of my favorite source material:
The Illuminatus! Trilogy, by Robert Shea and Robert Anton Wilson
The grandaddy of conspiracy fiction. Required reading.
The Invisibles, by Grant Morrison et al.
All issues of this comic are collected in trade paperbacks now. It's a long, complex, mind-blowing story (and not all the loose plot threads get sorted out), but for sheer mass of cool-as-hell ideas it's hard to beat.
Planetary, by Warren Ellis and John Cassaday
The secret history of the Twentieth century. First 18 issues in trade paper. Read and be amazed.
Foucault's Pendulum, by Umberto Eco
Dense, erudite, often funny study of modern conspiracies as concepts that start out sinister and end up nutty.
The Crying of Lot 49, by Thomas Pynchon
Oedipa Maas discovers the symbol of Tristero, an underground postal network whose motto is D.E.A.T.H. (Don't Ever Antagonize the Horn?). Music by The Paranoids.