This is long out-of-print, but can be found on the used market. Though old, it is still an extremely useful reference. Has approximately 1,000 good black-and-white illustrations and several pages of color plates. Coverage of widespread, strongly-marked species is quite good. Has keys as well, which can be used by the amateur with a little luck. This is my first choice for identifying an unknown beetle. Taxonomy is out of date in many cases, so names must be used with care.
Original (1961) hardback edition was in one volume. There was a Dover reprint, circa 1971, in two volumes. (Be sure to get both volumes if you are buying that reprint edition.)
I like http://www.bookfinder.com/
as a "meta" search engine for used books. It seems to cover all the major used book lists.