Kozen's book that has been mentioned is very good. I also recommend Sipser's "Introduction to the Theory of Computation".

It goes from Deterministic Finite Automata (equivalent in power to regular expressions in their purest sense, as opposed to POSIX regexps) to Context-Free Grammars and then finally Turing Machines. So this will give an idea of the hierarchy that TMs sit in.

Also, there are plenty of variations of Turing Machines with lots of cool properties. If you want to have a look, try searching for "Non-Deterministic Turing Machines", "Probabilistic Turing Machines", or "Alternating Turing Machines".