Bible commentaries are detailed interpretations of books or sections of the Bible, mainly written by scholars. This is what "doing exegesis" looks like!
Commentaries have a wide variety of different purposes and orientations. A few of the best for research are linked here, but there are many more to explore. These are intended to expose you to some of the different purposes that commentaries can have.
An extensive guide by Dr. Derek Hogan and librarian Ron Epps gives great descriptions of most of our major commentary series. Try this out!
Single-volume commentaries are great for providing a scholarly overview of the material and some important observations about each unit in the text.
Some of these commentary series will be very helpful to you. There are a lot more available in the Theological Reference Collection on the third floor of Kivett Hall.