Building the Ladder
The following references provide a technical though reasonably accessible introduction to the astrophysics of stars and galaxies. Both are available in paperback.
The Stars: their structure and evolution, R.J. Tayler, Cambridge, 1994
Galaxies: their structure and evolution, R.J. Tayler, Cambridge, 1993
This web site provides an excellent overview of the the scale of the universe and how we have arrived at a our present picture:
Harlow Shapely 1885-1972
Full Sky Astrometric Explorer
This gives you a virtual tour of the galaxy: