I loved the Dover's Brother's Grimm. I think it's expurgated though.  Any Brother's Grimm is good.
Also these books
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In the Beginning: Creation Myths from Around the World ed by Virginia Hamilton
The People Could Fly ed. by Virginia Hamilton
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I also loved any kind of Nordic Mythology.  I can't think of any books off of the top of my head besides the Edda by Snorri Snurlson (sp?)
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If you can get your hands on any Korean mythology, some of the really old creation myths are WILD. (http://en.wikipedia.org/wiki/Korean_mythology)Â And another site I had bookmarked: http://www.endicott-studio.com/rdrm/fordangr.html
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Anything translated by Allen Mandelbaum is awesome... Ovid's Metamorphoses, Homer's Iliad and Odyssey, Virgil's Aeneid.
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This is good website for resources: http://www.story-lovers.com/index.html
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Also loved any kind or Russian or Polish mythology as a kid. Baba yaga!