Well, you can't go wrong with the Oxford -- but you'll need to get one of the more comprehensive editions if you want much more than bare definitions. The same can be said for just about any of the good dictionaries (Webster's, American Heritage, Cambridge, etc.). Pocket dictionaries are very limited in what they can provide; you need to look at those thousand-page behemoths (often humourously titled "shorter" or "abridged" because they only have 250-300K entries instead of the 600K+ entries the complete OED has). Unfortunately, they are rather expensive, even in paperback form. Even at that, you'd probably want to add a comprehensive conceptually-organised thesaurus (like Roget's) to help you with the nuances. Finally, if you're coming from another language, a really good bilingual dictionary can be of great help. I know that Harrap's Shorter French/English dictionary, for instance, is very nuanced in its translations (with a lot of regionalisms and idiomatic expressions) in ways that something like a pocket Larousse isn't. I don't know if there is anything comparable to Harrap's for other languages.