If you're only going to read one book on the blues, make it this one. Davis, who has done fine writing on jazz as well, has a deep knowledge of early American popular music and writes with the grace of a novelist. Particularly noteworthy in this volume is his insistence in foregrounding race throughout his discussion of the blues rather than allowing it to be just one angle from which to view the music's history. Davis makes a strong case for the blues as "the result of one group of people being forced to enter another's history."
Guralnick is a music writer who is held in high esteem by both the academic world and the popular press (writing for Rolling Stone on occasion). Feel Like Going Home, which takes its name from a song by Muddy Waters, presents a series of major figures in the entwined history of blues and rock and roll in a way that illuminates both the subjects and the history of rock as it descended from the blues.
Cohn, a Grammy Award-winning blues producer, brings together eleven essays on the development of the blues from its beginnings, marshalling some of the best writers on the subject. The book is more remarkable, however, as an incredible pictorial and documentary history of the blues with more than 300 illustrations including recording contracts, rap sheets, and historic photos of the performers themselves.
Palmer's immensely readable exploration of the blues as it flowed from the sharecropping world of the Mississippi Delta into the urban centers of the U.S. and beyond is essential reading and a perfect jumping off point for studying the blues. Have your interest piqued by a master storyteller and blues authority.
Unlike the other authors on this list, Marcus isn't a historian of the blues per se, but he is an original thinker and a sharp critic of American popular culture. His close reading of Robert Johnson's lyrics and songs does a fine job of situating Johnson within the larger social and cultural context of time and then situating the blues of the Delta within the larger still context of American culture in the twentieth century.
While not as readable as Palmer, Guralnick, or Davis, Yonder Come the Blues is an indispensable resource, collecting three of the most cited works of blues scholarship ever produced (Oliver's Savannah Syncopators, Tony Russell's Blacks, Whites and Blues, and Recording the Blues by Robert Dixon and John Godrich) and publishing them together in one volume. This is where to begin for an idea of how the blues has been researched and understood.