I have recently learned that Abingdon Press will be publishing in early 2009 The Wesley Study Bible. From what I have read, this sounds like an excellent resource. It is edited by Joel B. Green and William H. Willimon and has over 150 contributors. I am hoping to get my hands on a copy so I can review it in detail here.
You can view an update at the Wesley Report and learn about how to join the facebook Wesley Study Bible group as well.
The retail price of the Wesley Study Bible will be $39.95, but it can be pre-ordered for $24.95.