A Handbook on the Gospel of Matthew, by Barclay M. Newman and Philip C. Stine (New York: United Bible Societies, 1988)

The most detailed, useful, and theologically unbiased commentary series is the United Bible Societies' Translators Handbook series. Those individual volumes may be ordered from the American Bible Society [ABS] (phone: 1-800-322-4253, or online at http://www.americanbible.org).

I also very much like the entire Hermeneia commentary series published by Augsburg Fortress Press. The International Critical Commentary Series has some really good volumes, as do Black's / Harper's New Testament Commentaries (Harper Collins), and the Old Testament Library (Westminster / John Knox).

There are many, many more books listed at http://www.bibletexts.com/bibliogr.htm. Some other individual commentaries are especially good, such as the ones on the Gospel of John by Bultmann (1 volume), Barrett (1 volume), and Schnackenburg (3 volumes).

But even though I regularly use a very large number of the books I list in the bibliography (plus many that I haven't taken the time to list), when exploring textual and exegetical aids, I turn first to the United Bible Societies' Translator Handbook series, which are the least expensive per page of any commentary. They provide not only very high quality, but the most bang for your buck!