My first study Bible was a Thompson Chain Reference, and I still refer back to it fairly often. It's not a study Bible the same way those with commentary notes are. The "Chain Reference" part is merely that -- a list of topics that have Bible verses associated with them. You can look up a topic in the index, and it will give you a list of Bible verses that deal with that topic. The verses are "chained" together, in that if you go to the first one, and read it in its context, the margin notes give you the reference for the next one in the chain. So you can follow a topic through the Bible, reading about it in different books and contexts.
So, for example, you want to know about joy. There are a number of topics on joy in the index, one of which is Joy Promised to Believers. The first verse is Ne 8:10. You go there, read that, and the margin notes send you to Ps 16:11 for the next verse in the chain. And so on, until you reach the last verse, Ro 14:17.
Of course, which verses are picked for each topic are probably influenced by Thompson's theology. But it's not like there are comments about what each verse means, or how to interpret them. It is basically an expansion on normal marginal reference notes.
There are over 4000 topical chains in my Thompson's. I've found it especially useful in Bible study classes, where we are studying a certain passage. I can quickly follow a chain to another verse in the Bible that can give further information or illumination on the topic at hand.
Sometimes I find that a "regular" study Bible is more distracting than not when I'm reading the Bible. I keep wanting to pop down to the bottom of the page and read the commentary, rather than beginning with the plain words of the passage. So I tend to do my initial reading in a non-commented Bible, then go back and read commentary on the parts that didn't make sense to me.
My own main study Bible with commentary is solidly Reformed: the New Geneva Study Bible. (From my background, you can understand why.) I'm hoping Concordia's new ESV study Bible will be out soon. I'd like very much to have a study Bible whose commentary is Lutheran in doctrine. I plan to get it to add to my collection when it comes out.