One basic textbook
You will find all the books below helpful, but if you were to purchase any one book, I would recommend:
Wetherell, M, Taylor, S and Yates, S J (eds) (2001) Discourse theory and Practice: A Reader London: Sage
That has a very useful introduction, and a set of very well chosen, short, specialist chapters on a wide variety of approaches to discourse.
Specialist sources I'll use for Conversation Analysis
Hutchby, I. and Wooffitt, R (1997) Conversation Analysis.
Antaki, C and Widdicombe, S (1998) Identities in Talk. London: Sage
Other CA sources
Nofsinger, E. (1990) Everyday Conversation. Very
Sacks H (1992) Lectures on Conversation.
Oxford: Blackwell. A chance to see it all at first hand. Dip in and you should
find something that interests you. See also the Lecture which appears as a Reading in Wetherell et al (2001).
Antaki, C and Diaz, F (2004) Chapter 4 in Iniguez (2004) (see below).
See also the chapters by Heritage "Goffman, Garfinkel and Conversation Analysis"), and by Sacks ("Lecture 1: Rules of Conversational Sequence"), in Wetherell et al (2001) above.
Specialist sources I'll use for Discourse Analysis
Iniguez, L (2003) Analysis del discurso.
van Dijk, T (1997) Discourse as Social Interaction. London: Sage
van Dijk, T (2000) Estudios del Discurso (2 vols.). Barcelona: Gedisa.
Antaki, C, Billig, M, Edwards, D and Potter, J (2002) Discourse Analysis means doing analysis. Discourse Analysis On-Line, vol 1.
In Spanish in Athenea, vol 3.
The specialist sources for the two early Pragmatics lectures
Levinson, S (1988) Pragmatics. Cambridge: CUP.
Mey, J (2001) Pragmatics: An Introduction. Oxford: Blackwell
There is useful material on Austin in Potter's chapter ("Wittgenstein and Austin", especially pp 43 onwards) in Wetherell et al (2001) (see above).
You will also find helpful material in any modern introduction to Pragmatics, and indeed any good introductory text in Linguistics, if it is broad enough.