The scope of the Hindu Scriptures are vast. As such a proper guide is needed to help the enthusiast navigate them. I highly recommend Windows into the Infinite: A Guide to the Hindu Scriptures by Barbara Powell to every student.

Coming to The Vedas themselves, they are quite voluminous and make for a very dry reading. The classic english translations are the ones by Ralph T.H. Griffith. Recently Bibek Debroy has translated The Vedas into english though i believe it is highly abridged and simplified. This might make a good starting point.