Since you use the term "wizard" rather than "witch", I'm assuming your interests lie more on the Ceremonial style of magic than pagan. If such is the case, there are several avenues for you to try to check out whether ceremonial or high magic is something you'd like to pursue.
First off, there are several very good, practical books on the subject, perhaps the most popular being "Modern Magick", by DM Kraig. It's a thorough grimoire of the basics of Golden Dawn style magic, and walks you through to some pretty advanced stuff. The emphasis is on practicing magic, and not just reading about it. Pretty much everyone interested in the subject has read it - give it a shot. You can also try the "Magician's Workbook", by Steve Savedow, another example of a grimoire for the beginning magician.
If either of these catches your fancy, and if the rituals and processes described within resonate with you, have a look at "Self Initiation into the Golden Dawn Tradition", by Chic and Tabatha Cicero. Theirs is a comprehensive overview of not only the practices of the Golden Dawn style magical operations, but also the theory behind it, and is intended to walk you though the first five Grades (or ranks) of the Order. You should also grab a copy of “Kabbalah, Magic and the Great Work of Self Transformation”, by Lyam Thomas Christopher, which serves as a practical study guide for Order material as presented in Regardie’s book, as well as, of course, “The Golden Dawn”, by Israel Regardie, the latter of which has, basically, all material and more you could ask for, albeit being less accessible than “Self Initiation…”.
All of the books mentioned above will have suggested reading lists. Plan on investing in a small library.
If the Golden Dawn style of magic seems appropriate for you, you can always join the Order, and participate directly, provided you don't mind a little politics. They offer home study courses and extensive coaching to get you through the various Grades. There are two rival, competing Orders today – the Hermetic Order of the Golden Dawn (based in FLA and led by Chic Cicero - http://www.hermeticgoldendawn.org/index.... ) and the Hermetic Order of the Golden Dawn (led by David Griffin - http://www.golden-dawn.com/temple/index.... ). There’s also the Esoteric Order of the Golden Dawn (based in Ontario, Canada - http://www.esotericgoldendawn.com/contac... - mainly consisting on non-US residents), the one which I belong to, which is far less political and far more friendly, and has good contacts with the first of the two, above. The course materials are much the same, regardless, as are the fundamental practices and teachings of the Order, and your choice of membership will more rationally depend on accessibility and your location, as well as the connection you have with its members.
Once you’ve gotten some supervision and some basics under your belt, you can also look into the magic of the medieval grimoires, my favorites.