The article Eli cited below says:

As any good historian knows, the documents closest to the source of the rise of the movement are likely to reveal most about the origins of a religious group. Documents by eyewitnesses or those in contact with eyewitnesses are our primary sources. These documents happen to be the New Testament itself, plus a few other first century works like the Didache and 1 Clement.

This made me interested in the Didache and 1 Clement, even though the former sounds like a wierd kind of facial hair, and the latter like a verse to an old miner's song. So I found three great links, two about those writings, and a third which is the homepage for the first two, which seems to have everything you always wanted to know about early Christian writings.

1 Clement

The Didache

earlychristianwritings.com

I want to note, as I did in a comment on another page today, that Paul Vieria teaches that studying scripture for a Christian may be more about using Old Testament to prove the gospel than using the New Testament to facilitate our own growth.