As a very first introduction, the Wikipedia article seems to be pretty good:
http://en.wikipedia.org/wiki/Magnetic_monopoles
The classical theoretical papers are
P. A. M. Dirac, Quantised Singularities in the Electromagnetic Field, Proc. Roy. Soc. A 133, 60 (1931)
http://www.jstor.org/stable/95639
P. A. M. Dirac, Theory of Magnetic Poles, Phys. Rev. 74, 817 (1948)
http://link.aps.org/abstract/PR/v74/i7/p817
T. T. Wu and C. N. Yang, Concept of nonintegrable phase factors and global formulation of gauge fields, Phys. Rev. D 12, 3845 (1975),
http://link.aps.org/abstract/PRD/v12/i12/p3845
Some experimental papers:
R. L. Fleischer et al., Search for Magnetic Monopoles in Deep Ocean Deposits, Phys. Rev. 184, 3845 (1969)
http://link.aps.org/abstract/PR/v184/i5/p1393
Thron et al., Search for Magnetic Monopoles with the Soudan 2 Detector, Phys. Rev. D 46, 4846 (1992)
http://link.aps.org/abstract/PRD/v46/p4846