In print: The Satires by Horace. There are plenty more editions.
An excellent companion book is The Cambridge Companion to Roman Satire (Cambridge Companions to Literature), summarized in this BMCR review:
In sum, this volume proves to be a worthy companion. Each author hands the traveler on to the next author, never isolating the reader but always providing connections by which to find a way back and to make the current scenery familiar. Egressum magna me accepit Freudenburg Roma hospitio magno ...
For background reading, I found
- Horace at Ancient/Classical History at About.com
with Conington translations
- Horace at poets.org
- Suetonius: The Life of Horace