Here's a new twist on reading the Bible.
The traditional arrangement of Scripture has the history, the poetry, the prophecy, etc. grouped together. This arrangement
http://www.bibleplan.org/ch/nkjv/ breaks this up and places the writings of the prophets, the psalms, etc. into the story at the time you are reading about the people who wrote them and the circumstances that inspired them.
If you don't prefer the New King James Version, you can put in any version you like. Just delete the "nkjv" and replace it with kjv, niv, rsv, or whatever.