Hmm, for Classical Sanskrit I might recommend the dirt-cheap Teach Yourself (Sanskrit) paperbacks, easy to find & easy to use. The enfuriatingly-titled Devavanipravesika: Introduction to Sanskrit by Goldman & Sutherland is OK, but maybe not worth the price tag. There was a really excellent series of slim (paperback) books in bright yellow/orange, but I can't for the life of me remember the author or title. It was a woman's name, I believe. I'll try to find them in my folks' basement the next time I visit. There's also a primer that I was positive was by the well-known Indo-Europeanist Winfred Lehmann but for god's sake I can't find it on the internet! I would highly recommend it, if I could remember what the hell it's called. For these latter two, I'll have to get back to you.
Also very useful is the Clay Sanskrit Library, pretty little azure books that are essentially the analog to Loeb's green & red Greek & Latin (facing text & translation). They're affordable & some of them are available on Kindle; my only grievance is that they are transliterated, not in nagari.
As far as grammars go, the one I cherish is Whitney's Sanskrit Grammar. For Vedic specifically, you must have Macdonell.
Hope this helps!