I'm glad to see that you posted this. Living in North Carolina, I have been trying to get a grip on Southern Literature. I have been reading Richard S. Weaver's Southern Essays where he discusses Penn Warren at length. Weaver's works are must reads for conservatives. Another important work that includes Penn Warren, Allen Tate and others is I'll Take My Stand, which is a manifesto of the Southern Agrarian Movement.
On a different note, I am also reading Albert Jay Nock's Mr. Jefferson (introduction by Russell Kirk), Victor Davis Hansen's Carnage and Culture and Fugitive Essays by Frank Chodorov. All are great and essential conservative reading.
Lastly, since this thread is nominally about novels, I strongly recommend working through the entire Patrick O'Brien Aubrey/Maturin series. There is nothing finer in 20th century fiction!