You'll like the Gotrek and Felix Novels. William King is a fantastic Writer, for both 40K and Fantasy. It was he who got me into 40K originally, after I read Space Wolf.
For the time being, I can't think of any books or novels other than that, which are particularly associated with Dwarves.
However, there are others which are well written. The Burning Shore and it's sequel are well written. Genevieve Series (Drachenfels and Genevieve Undead particularly) are good as well. One of my favourite has to be 'The Ambassador', and 'Ursun's Teeth', its immediate sequel. Written by Graham McNeil, he managed to easily trump the Ultramarines omnibus, which while good, wasn't as good as this.
Finally, Liber Chaotica is a really definative background for Fantasy Chaos. It's got some 40K in there, but it introduces some of the Heroes of Chaos in rich background.
To start off with though, I'd get the two Gotrek and Felix omnibuses - 7 books rolled into one. Daemonslayer is my favourite, by far, introducing some of the best characters. Then 'The Ambassador'. Anything from there you like, take a look around.
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