It depends what era your're looking at. Personally i love history and read ancient history because i like to see whether it corroborates the bible or not. Generally it does. Later history is not something i can comment on.
If your looking for ancient history i would definately recommend anything by herodotus especially the Histories.
If your looking at jewish histories around year dot then i suppose josephus but that bored me a little.
The Annals of Imperial Rome by Tacitus paints a good picture of the 1st century after christ Perhaps marginally better than josephus for interest.
The above are all ancient writers.
If your looking at modern historians commentating on ancient history i hear H.G Wells wrote some interesting stuff. Also i have not read Isaac Newtons stuff but apparently he wrote more about religion and history than he did about science. I am looking to read these two in the near future.
Gods, graves, and scholars written by W Ceram half a century ago is a good overview of archeological finds over the past 4 centuries.