I picked up some great books on Van Gogh at the library. Vincent's Colors is our favorite. It is perfect for picture study.
Vincent Van Gogh Gallery is an incredible online resource. We also enjoyed watching this slideshow of many of Van Gogh's paintings set to the music of Starry, Starry Night by Don McLean. I've always loved the song, but somehow it seems even more sad when I listen to it while seeing those paintings. Here is a great explanation of the lyrics.