Heralds and Heraldry in Shakespeare’s England, edited by Nigel Ramsay (Shaun Tyas, July 2014). This is a lavishly illustrated collection of essays about most of the main themes of the show, ranging from the heralds themselves to grants of arms, heraldic visitations and heraldic funerals, as well as the place of heraldry in the work of different Elizabethan and Jacobean writers. Copies will be on sale at the Folger bookshop.
The best general introduction to English heraldry is by Thomas Woodcock (who is today Garter King of Arms and thus principal herald at the College of Arms in London) and John Martin Robinson, Oxford Guide to Heraldry (Oxford University Press, 1988). Like Sir Anthony Wagner’s English Genealogy, 3rd edition (Phillimore, 1983)---which looks at the sources and interpretation of English genealogical materials—it is scholarly and yet highly readable.
For the rules or ‘grammar’ of heraldry, however, it is still necessary to look elsewhere. The little book of Sir William H. St J Hope, A Grammar of English Heraldry, revised by A.R. Wagner (Cambridge University Press, 1953) is pithy and to the point. To identify a particular person’s coat of arms from this period—if the coat is not one that was inherited from before 1530—there is just one scholarly listing: Grantees of Arms Named in Docquets and Patents to the End of the Seventeenth Century, edited by W.H. Rylands (Harleian Soc., lxvi, 1915).
Wagner also wrote a very full account of the English heralds, their achievements and the dissensions that at times came close to wrecking the College of Arms: Heralds of England (1967; high quality reprint, 1970, available from the College of Arms). Many biographies of individual heralds of the period are in the Oxford Dictionary of National Biography, ed. H.C.G. Matthew and B. Harrison, 60 vols (Oxford University Press, 2004).