If you have the money, Copeleston is a good investment.
In Bahnsen's lectures he used W.T. Jones 5 Vol. History of Western Philosphy. They are pricey (around $50/ea.) but they are excellent at summarizing the views.
Colin Brown's history is good. It stands at 2 volumes with a 3rd due out.
For ancient philosophy from the Pre-Socratics to Aristotle - check out W.K.C. Guthrie. He has a 6 vol. work.
Bertrand Russel is a standard 1 volume work. Another multivolume (10 vol. $200) is the Routledge Encyclopedia of Philosophy.
A Good starting point is the 8 vol. Encylopedia of Philosophy edited. by Paul Edwards. You can find it used for around 100 bucks. This is a standard work and has a lot of history, biographies, and topical entries. I would buy this first before I bought anything else.
Bahnsen's lectures are great aren't they? Hope this helps. Hopefully Paul Manata will chime in with some additions.
If you can find it - I found one used - pick up Bertrand Russell's Wisdom of the West. It is a larger history book with pictures - kinda encylopedia like. It contains tons of portraits of the philosophers and their works as well as locations. I could see when teaching, that scanning these in and using them would be great.
ISBN 0-517-06420-0
editor Paul Foulkes
Crescent Books, Inc.
copyright 1959