Baker has recently published a book worthy of mention here: The World of the New Testament: Cultural, Social, and Historical Contexts, edited by Joel B. Green and Lee Martin McDonald.
You can use the “Look Inside” feature at Amazon to read the Table of Contents. Here are some of the chapters I would read first:
Chapter 5: The Herodian Dynasty, by Everett Ferguson
Chapter 13: Slaves and Slavery in the Roman World, by S. Scott Bartchy
Chapter 15: Education in the Greco-Roman World, by Ben Witherington III
Chapter 16: Temple and Priesthood, by David Instone-Brewer
Chapter 26: Jewish Education, by Kent L. Yinger
Chapter 28: Reading, Writing, and Manuscripts, by E. Randolph Richards
Part 5: The Geographical Context of the New Testament includes chapters on Egypt, “Palestine” (eek!), Galatia, Macedonia, Achaia, and much more.
Though this work draws from a broad range of authors, some more conservative than others, overall this seems like a terrific resource. At $35 for a 640-page hardcover, this is a good value.