Many volumes in the Loeb Classical Library are now in the public domain and available for free download in pdf files.
Loebolus has made these conveniently available, including a zip file with all 245 volumes. The list there is organized by volume number, but we find organization by author easier to navigate.
Below we have listed the available volumes of works most relevant to our studies.
These are not necessarily the best editions to read. For instance, for Josephus’s Jewish War, we recommend the Penguin edition. But for study and access to the original language, the Loeb Classical Library is best.