I'm a big fan of the Routledge Companion to Science Fiction, as it focuses on a lot of fairly obscure works along with the typical titans of the genre. There's also the Cambridge Companion to Science Fiction, although I haven't read that one yet.
There's a lot of Cambridge genre companions; I recently started the companion to American crime fiction and it's pretty enjoyable so far. They've also got a companion to fantasy which seems really interesting, as well as companions for everything from literary movements to authors.