The Cambridge IELTS Books series 1 through to 13 are excellent resources to help you have some real practice for the test as they are full of real IELTS past papers.
Each book contains four authentic past IELTS examination papers from Cambridge ESOL.
There are answer keys included and the listening CDs.
There are a total for four complete tests for those taking the academic part of the exam plus extra reading and writing modules for the General Training.
The books also explain the scoring system. Also useful is the fact that the books have the full transcripts of the listening texts.
The books also have some model answers with band scores for the writing tests (with explanations of why the writing got the score that it did) for some tests.
Note though that the IELTS past paper books DO NOT provide methods or teaching. They are just practice materials.
The Cambridge Books listed below are all the Self-study Pack versions with student's Book with answers and 2 Audio CDs.
Over the years the test has changed its format slightly so it is best if you buy a book to start with the most recent i.e. Cambridge IELTS 9.
I believe that books 1-5 may have some differences to the current format of the test as the speaking test has changed. The speaking tests in the books, though, are probably the least important as you can only see the questions - it is obviously not possible to practice by yourself and you can easily download sample speaking tests online.