Grammars: Kühner-Stegmann (Ausführliche Grammatik der lateinischen Sprache, 2 parts in 3 volumes) and Leumann-Hoffmann-Szantyr (Lateinische Grammatik, 3 volumes [vol. 3 = index]) are the indispensable Latin grammars. If you are doing very serious philological work you'll need to consult both.
Lexica: The Thesaurus Linguae Latinae (TLL) is the gold standard -- unfortunately it does not meet your criterion of being written in English, French, or German (it's in Latin). With the recent completion of P (N, however, is not complete), this covers 2/3 of Latin. For what isn't covered you'll want to consult a combination of Forcellini (Totius Latinitatis Lexicon ...), Lewis and Short, and the Oxford Latin Dictionary. The German Georges may also prove useful on occasion.
Etymology (while we're at it ...): Walde-Hoffmann, Lateinisches etymologisches Wörterbuch remains a primary resource, but where Michael de Vaan's new Etymological Dictionary of Latin and the Other Italic Languages covers the word in question, it of course supersedes Walde-Hoffmann. It's just that you may very well not find the word you need in de Vaan.
Historical Grammars: Replace Sihler (a work that linguists have long loved to complain about) with Michael Weiss, Outline of the Historical and Comparative Grammar of Latin.