For PRIMARY sources, you might consult The Nazi Germany Source Book, an anthology of original sources from The First World War through the aftermath of the war and the historical debate over Hitler and his rise to power. It is edited by Rodereick Stackelberg and Sally A. Winkle, and published by the Routledge company. it contains many documents which previously were only available in German. Many of the documents were only recently discovered.
Mein Kampf, cited above, gives one some insight into Hitler's thinking; but one must remember that it was dictated by Hitler often in a ranting style rather than carefully planned and edited. One should give strong consideration to point of view.
Two other SECONDARY sources which provide abundant references and quotations from original sources and lengthy bibliographical references (although many are only available in German) are:
- The Psychopathic God: Adolf Hitler by Robert G.L. Waite.
- Hitler and Stalin: Parallel Lives by Alan Bullock
Please bear in mind that there have been more words written about Adolf Hitler than any other person with the exception of Jesus Christ. Most are secondary sources, such as those cited in the first answer. However secondary sources normally make frequent use of primary sources; so this might be a good place to search also.