The best introduction to figured bass is the 2
volume "Figured Bass Accompaniment" by Peter Williams
(Edinburgh University Press). It explains not only the
figures themselves, but different ways in which the art
of figured bass was applied in different places at
different times (it deals with Bach's continuo style as
well). It also features (in one entire volume) various
practical exercises of different degrees of difficulty.
Incidentally, I have just completed a new recording of the six
sonatas for violin and harpsichord (I am the
harpsichordist) and have also taught figured bass for many years.
If you want to check out what I would do with the
realisations (I improvised them for the recording) then you
can find it on the Musica Omnia label (available at
Tower, HMV, Borders etc.). Also you can look at
musicaomnia.com<br><br>It is true that the continuo realisations in Bach's
music need to be in the same contrapuntal style as the
written-out parts (as you know, the keyboard parts of the six
sonatas contain everything from two to five-part
counterpoint).Let me know if you need further information.