In addition to the bibliography referenced by George, here are a few more I don't see mentioned:

A Brief and Condensed History of Parsons’ Texas Cavalry Brigade, Parsons’ Texas Cavalry Brigade Association, 1892 (Reprinted 1962)

Bastrop County 1691-1900, Bill Moore, 1977.

Civil War Letters from Parsons’ Texas Cavalry Brigade, Johnette Highsmith Ray, “The Southwest Historical Quarterly, Vol. 2, October, 1965.

Watterson Folk of Bastrop County, Texas, D. L. Vest

Ribley letters [19th Texas Cavalry] Museum of the Confederacy

For 1862 operations in Arkansas, The Alexander Papers offer considerable references to Parsons' Brigade. http://libraries.uark.edu/SpecialCollections/findingaids/alexanderaid.html

The National Archives in Record Group 109 offer multiple volumes of Confederate records. Those pertaining to the Trans Mississippi Department and the District of Texas, New Mexico and Arizona also offer considerable references to communications and orders regarding this brigade

And of course, the compiled service records for each regiment of the brigade.