Celtic Etymology Reading List

E. Bachellery / J. Vendryes / P.-Y. Lambert, Le Lexique Etymologique de l’Irlandais Ancien
Irish etymological dictionary – still a work in progress

Also helpful for Archaic Irish is
Sabine Ziegler, Die Sprache der altirischen Ogam-Inschriften

Welsh online dictionary – Geiriadur Prifysgol Cymru

For the etymology of select Irish, Breton, Welsh and Cornish words, see:
Kenneth Jackson, Language and History in Early Britain
H. Pedersen, H. Lewis, A Concise Comparative Celtic Grammar

Xavier Delamarre, Dictionnaire de la langue gauloise
(Gaulish dictionary, with etymological notes. Also very useful for ancient Brittonic, as he takes Gaulish and Brittonic to have been sister languages in a Gallo-Brittonic family, so a good deal of Brittonic onomastic material is presented in the book.)
P.Y. Lambert La Langue Gauloise

For the Indo European roots of select Celtic words:
Julius Pokorny, Indogermanisches Etymologisches Worterbuch

Calvert Watkins, American Heritage Dictionary of Indo European Roots
Online at: http://www.bartleby.com/61/IEroots.html

The Celtic studies journals provide a wealth of material – for example, the many articles on Celtic etymologies written by Eric Hamp, which appear in Etudes Celtiques, et al.