There is the morningstar shareholder book which is reasonably helpful. it has the top 500 (by market cap) stocks, one page per, and lists finanical history for ten years. its about $80 I think and it is very good for mid to long term research, with margins etc calculated and you can quite quickly see Book value, margin growth, etc.
It's not the bible but it is helpful; are there any other publications like this regularly updated?
I have found that purely by sitting down and reading through every stock, you will learn A LOT, such as Aevum's P/B ratio and income being so out of wack with sp.\