This book although from the 1920 is invaluable if you are looking for archaeological evidence with a primary focus on extant inscriptions from the book on Gaius Caligula from the author Gaius Tranqullius Suetonius. I found it interesting to dig up any inscriptions for Caligula or CCAESAR on inscriptions from the Julio Claudian epigraphy or inscriptions. Coins have plenty of inscriptions, but the marble or stone inscriptions are rare. If you want to know more or are looking for something specific, I may be able to help you find an image from the Caligulan period.
Julio Claudian Iconographic Associationhttp://groups.yahoo.com/group/julioclaudian/