This website is directed more toward crossword constructors than crossword solvers -- so many of our references would be different -- but I could still address your question as it relates to the solving side of crosswords. Many solvers seem to be able to find just about every answer required by using Google. That's probably their main go-to resource because it is so reliable. However, if you stipulate that you want to solve puzzles with the computer turned off, then your standard desk-reference items would come in handy: any comprehensive dictionary, a synonym dictionary (thesaurus), an almanac for sports references, and maybe an encyclopedia for classical references. (Also, let's not discount one's own life experience as a resource in itself). What I'm suggesting is that the best designed crosswords contain subject matter from across the board, and no single reference will contain all of what you need to complete them.
-Joe Krozel