People have different opinions about what’s most useful for them. I’ll list some possibilities, but what you might want to do is visit a good local library where you likely will find a small handful of good options. Check each of them out (perhaps by looking up the SAME handful of idioms/expressions) to form your own opinion.

ones to consider:

Morris Dictionary of Word and Phrase Origins by William and Mary Morris

The Facts on File Encyclopedia of Word and Phrase Origins by Robert Hendrickson

The American Heritage Dictionary of Idioms by Christine Ammer

(The last may be the most useful for ESL students. The first two are quite entertaining.)

WEB SITES — a couple of very good options (based on books):

the free dictionary site’s idiom dictionary – compiled from the Cambridge International Dictionary of Idioms and the Cambridge Dictionary of American Idioms.

http://idioms.thefreedictionary.com/

“Brewer’s Dictionary of Phrase and Fable”

http://www.bartleby.com/81/