I am an avid reader of military history and have shelves of books.
Lyn Macdonald's series on WW1 is a good collecton.
I also enjoyed [B]Martin Middlebrook's books on bomber command raids.
Many books have already been mentioned, I am currently reading Anthony Beevor's book on D-Day. So far so good.
One book on WW1 that I was particularly impressed by was Somme. I cannot remember who the author was as I have lent the book out. He worked I think at the Imperial War Museam, it came out a couple of years ago. What was different for me was that rather than referring to memoirs written months and years after the event he used contemporary accounts from diaries etc. This gives you a less sanitised version and makes you realise just how vicious it all was, not much room for mercy or sentimentality. The same is also apparent in Beevor's D-Day book.