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.
Actually, I would think the book, Der Fuehrer might qualify as a primary source as the author, Konrad Heiden, was an eyewitness to Hitler's rise to power.
From the book's preface:
"It is 23 years now since I first attended a National Socialist meeting, saw (without particular enjoyment) Herr Hitler at close range, and listend to the flood of nonsense -- or so it then seemed to me -- that he was spouting. It was only gradually that the effects of these speeches made me realise that behind all the nonsense there was unriviled political cunning.
In 1923, as the leader of a small democratic organization in the University of Munich, I tried, with all the earnestness of youth, and with complete lack of success, to annihilate Hitler by means of protest parades, mass meetings, and giant posters. ...
Those who experience history and have a share in its making rarely see the enduring threads but only the whirl of exciting and quickly forgotten details. In 1920, and the years following, my friends and I certianly did not view our modest fist-fights and other encounters with the National Socialists as an attempt to put a premature end to the career of the modern Genghis Khan, and I would have jeered at anyone who had prophesied that this was the beginning of a new epoch in world history.
The narrartive that follows is based partly on my own observations and experiences then ans in later years. However, even the most intimate episodes and reports of private conversations are grounded on documentary evidence or on statements of individuals who seemed to me thoroughly reliable." - Konrad Heiden, 1944
Dealing specifically with Hitler's rise to power (or the 'Early Years') there are several good books in English, written by people who were there and have first hand knowledge of the events and time period in question:
The Rise And Fall Of The Third Reich by William L Shirer, c1959
Der Fuehrer - Hitler's Rise To Power by Konrad Heiden, c1944
Inside The Third Reich by Albert Speer c1969
And of course, there is always the man himself, in his own words, self serving though they may be:
Mein Kampf by Adolf Hitler, c1925
You might be well served by taking a look at the bibliography to John Toland's excellent biography, Adolf Hitler, c1976.