GRAMMAR:
For Beginners and for Intermediate Learners:
John Eastwood - Oxford Practice Grammar
Raymond Murphy - English Grammar in Use
AJ Thomson - A Practical English Grammar

For Advanced Learners:
Martin Hewing - Advanced Grammar in Use

WRITING:
Malathy Krishnan - A Course In Grammar And Composition-for Classes IX And X
V.N. Arora & L. Chandra - Improve your writing

VOCABULARY
Michael McCarthy & Felicity O'Dell - English Vocabulary in Use

Don't forget to read English Yogi's Tips on Grammar, Vocabulary, and Reading Comprehension:
http://www.englishyogi.com/grammar#tips
http://www.englishyogi.com/voc…..ulary#tips
http://www.englishyogi.com/rea…..nsion#tips

[Others please feel free to add to this list]

For absolute beginners, I would recommend comics [Asterix, Tintin, Amar Chitra Katha, DC Comics etc]

At the second level would be short stories. Read Aesop's Fables. Look for collections by the great short-story authors like Hans Christian Anderson, Guy De Maupassant, Saki, and O. Henry.

At the third level would be short novels by authors like RK Narayan (Malgudi Days), George Orwell (Animal Farm), Lewis Caroll (Alice's Adventures in Wonderland), Ernest Hemingway (The Old Man and the Sea), Anna Sewell (Black Beauty).

At the next level would be longer novels. Begin by reading the kind of fiction that appeals to you the most. It could be thrillers and detective fiction (Robert Ludlum, Jeffrey Archer, Sherlock Holmes by Arthur Conan Doyle, Agatha Christie etc) or Science Fiction (Issac Assimov, Philip K Dick) or Fantasy (Harry Potter, Lord of the Rings).

Don't forget to visit Project Gutenberg. This is an excellent resource where thousands of novels, poems, and short stories can be downloaded for free.