Hi Bob,
I'm currently studying Old Norse at the university of Oslo, and I'm using
Terje Spurkland's handbook "Innføring i norrønt språk" (in Norwegian,
Universitetetsforlaget, 8. edition 2004, Oslo). That is a grammar which
can give you a general background; however, I personally think the best
book ever is "Old Icelandic - an introductory course", by Sigrid Valfells
and James E. Cathey, Oxford university press, Oxford 1981, in that it
gives you a progressive explanation of the matter, allowing you the time
to digest everything. Moreover, the exercises are extremely useful (they
are very similar to the material you've been using up to now) and they
change slowly from artificial texts to real exerpts from mediaeval
literature. It's also great to learn the vocabulary, because you are
supposed to work without dictionary (in every lesson you are introduced to
new words), and the last thing, which I think it's the best of all,
vocabulary is given with tematic vowels: for instance, when you learn the
word "hjálmr", you find the form "hjálm-a-" between brackets, so that you
can guess the rest of the pattern (i.e. you can form the plural nominative
according to the thematic vowel: "hjálm-a-r"). This is something very
useful you cannot find in many other books.
I hope this has been helpful to you!