Personally, if you're interested in the early 'philosophical' side (which I don't think can - or should - be disentangled from the 'religious' side; the separation of religion and philosophy is inherently a post-Enlightenment, Western phenomenon, and doesn't really apply outside that cultural situation), van Norden's chapters on the DDJ and the ZZ in his book I quoted from above are a good start. But there was a 'religious' tint to a lot of this, even very early on.
If you're more open to how the three strands ('religious', 'philosophical' and 'literary') of Daoism have merged and mingled throughout history, I really like Ronnie Littlejohn's Daoism: An Introduction published by I.B. Taurus. It's essentially an introductory textbook, but does a good job at showing how these things have always been interacting (indeed, there's quite possibly Nedian references in the DDJ/ZZ/LZ!) and that trying to separate them really isn't possible (indeed, as said, it's an inherently modern, Western distinction between 'philosophy' and 'religion'), while looking at how they've changed over time.
Oh I forgot to mention Coutinho's An Introduction to Daoist Philosophies, which looks at the three early Daoist texts -- the Laozi, the Zhuangzi, and the Liezi. I haven't read it yet, but have heard decent things. He specifically works from a comparative perspective as well, which makes it more interesting.
If you're more open to how the three strands ('religious', 'philosophical' and 'literary') of Daoism have merged and mingled throughout history, I really like Ronnie Littlejohn's Daoism: An Introduction published by I.B. Taurus. It's essentially an introductory textbook, but does a good job at showing how these things have always been interacting (indeed, there's quite possibly Nedian references in the DDJ/ZZ/LZ!) and that trying to separate them really isn't possible (indeed, as said, it's an inherently modern, Western distinction between 'philosophy' and 'religion'), while looking at how they've changed over time.