M. Popa. This contains a nice survey of the progress on Strange Duality.
Lectures on Vector Bundles, J. Le Potier, Cambridge UP, 1996. The first half of this book treats the moduli of semistable vector bundles on curves in detail, and the second half treats semistable sheaves on P^2.
An Introduction to Invariants and Moduli, S. Mukai, Cambridge UP, 2003. Chapters 10 through 12 deal almost exclusively with vector bundles on curves. A partial list of errata may be found here.
Vector bundles over an elliptic curve, M.F. Atiyah, Proc. London Math. Soc, 1957
Vector Bundles on Curves, M.Teixidor i Bigas. This is a nice set of elementary notes.
Positivity in Algebraic Geometry II: Positivity for Vector Bundles, and Multiplier Ideals, R. Lazarsfeld, Springer-Verlag, 2003. The first three chapters are a survey of the concept of amplitude for vector bundles, and section 6.4 in particular treats ample vector bundles on curves.
Brill-Noether Theory for stable vector bundles, I. Grzegorczyk and M. Teixidor i Bigas, a survey article on the titular subject.
Current Topics in Complex Algebraic Geometry, H. Clemens, J. Kollár, ed., MSRI Publications Vol. 28. Of particular interest to us are the articles by Beauville and Mukai.
Spectral curves and the generalised theta divisor, A. Beauville, M.S. Narasimhan, and S. Ramanan.