Primary source material
Hesiod’s Theogony, lines 411-452. Unusual in that Hekate is given more mention than any deity other than Zeus. (You can read the Theogony online at Sacred Texts.)
Homeric Hymn to Demeter. This first hymn to Demeter is connected with the Eleusinian Mysteries. It too can be read online.
Looking at later sources, the Orphic hymn to Hekate is quite beautiful.
Porphyry’s On Images describes the symbols associated with various gods and goddesses. See fragment 8 for his interpretation of Hekate.
The Pergamon frieze. Hekate with her Molossian Dogs and Artemis battle the Giants Klytios and Otos(?) – detail of E. frieze – ca. 180-175 B.C. marble.
Depiction of Hekate and Hermes from on ancient Greek vase.
The Theoi Project has a collection of images of Hekate in ancient Greek vase paintings. There’s also source material, though much of it is considerably later than what is normally looked at.
Hekate, with a hound beside her, places a wreath on the head of a mare. Thessalian relief from the early fourth century BCE.
Triple Hekate, mainly on Votive Reliefs, Coins, Gems, and Amulets is, of course, half impossible to find…
For a general overview of Greek religion, see Walter Burkert’s book, aptly named Greek Religion.
For an introduction to Greek reconstructionism, see Kharis: Hellenic Polytheism Explored or Old Stones, New Temples. If you can’t find a copy of OSNT, don’t despair. A second edition is in the works. There’s also A Temple of Words by H. Jeremiah Lewis.
Magical Hekate by J. E. Lowe, originally published in “Magic in Greek and Latin Literature” (Oxford 1929) is now available for online reading, together with L. R. Farnell’s Hekate in Art and Hekate’s Cult, E. Rohde’s Hekate’s Horde, and K. F. Smith’s Hekate’s Suppers.
The latest offering on Hekate is Von Rudloff’s Hekate in Ancient Greek Religion. To get an idea about von Rudloff’s view of Hekate, read this article at The Horned Owl Library. The book can’t be recommend book without caveats. For instance, read this review, written by Sarah Iles Johnston.
Sarah Iles Johnston is the author of Restless Dead: Encounters Between the Living and the Dead in Ancient Greece. An entire chapter of this book is dedicated to Hekate, her association with ghosts, and her role in magic. BMCR review by Diana Burton available here. Johnston has also written Hekate Soteira: A Study of Hekate’s Roles in the Chaldean Oracles and Related Literature. Review by Joseph G de Filippo.
The Goddess Hekate by Stephen Ronan contains a useful collection of texts, and can be ordered from Chthonios Books. It has been reviewed by Sam Webster.
Theodore Kraus has written Hekate: Studien zu Wesen und Bild der Göttin in Kleinasien und Griechenland. With a little luck and a lot of patience you should be able to find a copy through Abebooks.
There’s also a book called Rotting Goddess: The Origin of the Witch in Classical Antiquity, by Jacob Rabinowitz. If you’re thinking about ordering this, please read the review first. This book narrowly escapes being put in the modern fiction category.
Hekate is mentioned in numerous Neo-Pagan books, but there are only two dedicated solely to her. One is Greg Crowfoot’s Crossroads. For my feelings about it, read Eihdos’ review. The other is Sorita D’Este’s Hekate: Keys to the Crossroads.
Thrice Bound, by Roberta Gellis. Hekate vows to protect the young Dionysos, and to take revenge on her father Perses. A liberal interpretation of Greek myth.