Sure, read the Bible--though selected passages would be adequate for most skeptics. But only the King James version, since the poetic rendering of choice passages are so much better than in any other English language Bible. Ecclesiastes and the Psalms are particularly worthwhile, while on the other hand Leviticus should be read because so much of that book is so very awful. Richard himself has praised the literary quality of the best bits of the King James version, and I think Hitch also had some kind words regarding the literary qualities of that text.

And no, you are not therefore obliged to read other religious texts. Presumably you live in a Western culture, so the cultural context that the Bible provides makes it much more pertinent to an educated Western skeptic than any other religious text. If you are determined to be ecumenical, I suppose the Qu'ran would be the best choice for a second text, if for no other reason that Islam keeps intruding into modern politics (in a nasty way, similar to my reasoning in recommending Leviticus).