I did Greek tragedy and the Odyssey for AS Level and The Aeneid and Art and Architecture for A Level. The books that you'll need are largely dependant on your modules, but reading the Iliad or Odyssey would probably be a useful introduction to classical writing regardless of your module choices.
The Metamorphosis by Ovid or Hesiod's Theogony cover Greek and Roman mythology, in case you're having trouble with any references that come up, but that might be overkill.
I found it one of the more interesting A Levels, although that's probably just personal preference. Based on my classmates' reactions to it, I think it's a lot more engrossing that people initially expect (lots of people who chose it as a fourth AS Level and planned to drop it for A Levels changed their minds and carried on, and one of them even considered doing a degree in it)