I stumbled across an address on the Puritans by Mark Dever given on Reformation Day back in 1999. It is a great historical and theological overview of Puritanism. You can listen to it here.
For good books on the Puritans, I would recommend the following:
Worldly Saints: The Puritans as They Really Were, Leland Ryken
A Quest for Godliness: The Puritan Vision of the Christian Life, J.I. Packer
Meet the Puritans, Joel Beeke and Randall Pederson
The Westminster Directory of Public Worship: Discussed by Mark Dever and Sinclair Ferguson, Mark Dever and Sinclair Ferguson
Of course, Banner of Truth's Puritan Paperbacks are excellent primary sources.
