Lake Tanganyika. I just bought 4 Frontosa, about 2 inches max, and I was curious to see what all was in the lake with them. I have a Synodontis Catfish in there with them and they don't mind him at all.
Tanganyikan cichlids in their natural habitat is the best you can get. If you can't afford that one, the back to nature guide to tanganyikan cichlids is not bad either