I had a lengthy response typed up but lost it.
Condensed:
Peter T O'Brien, in my opinion, is the best modern commentary, though it is hard to come by for under a few hundred dollars.
I haven't see P. E. Hughes's commentary mentioned. He was well-read in Patristics, which I appreciated.
A Commentary on the Epistle to the Hebrews [Philip Edgcumbe Hughes] on Amazon.com. *FREE* shipping on qualifying offers. A Commentary on the Epistle to the Hebrews
www.amazon.com
Another interesting resource that has yet to be mentioned is
The Reformation Commentary on Scripture. Much inside that series has never been translated.
www.ivpress.com
Lane mentioned my other suggestions above.
If you are not looking to get bogged down in the technical aspects of language and structure, you should probably go with John Brown of Edinburgh. He is the best of the older commentators on Hebrews. This is taken into account that you probably don't want to slog through Owen's massive commentary.
Gouge is good but incomplete.
Here are some misc. resources:
As you are studying Hebrew's theology, I would highly recommend Owen's treatise on the Priesthood of Christ that was pulled from his larger commentary: https://www.heritagebooks.org/products/the-priesthood-of-Christ-its-necessity-and-nature-owen.html
Dr. Robert Cara was on Reformed Forum to discuss Hebrew's Covenant Theology:
I highly recommend Richard Phillip's sermons:
Dr. Richard D. Phillips | Greenville, South Carolina
www.sermonaudio.com
Here are Martyn LLoyd Jones's various sermons on Hebrews:
Want to hear some great biblical teaching? Listen to and download sermons by Martyn Lloyd-Jones.
www.mljtrust.org
I intended to work on this glorious exhortation one day. I still might as it is my favorite portion of Scripture, that is, if I had to pick a single book.
I recently acquired Schreiner's new commentary (EBTC) on Hebrews but haven't had a chance to read it. Has anyone else read it?