Well the Roman Empire didn't colonise Britain until 43CE, so you've got almost 400 years of that to look at. They're are plenty of books for you to have a look at, but one I recently read and enjoyed was David Mattingly's (a professor of mine) 'An Imperial Possession'.

After the Romans leave you have the fascinating period of the Saxons and the Vikings. If you're interested in more Cornwell, the Arthur series is a great read, if historically inaccurate. For a primary source, I would recommend Bede's 'Historia ecclesiastica gentis Anglorum'. An astonishing work for the time, even if it does not hold up too well to modern scholarship.

You'd also have Early Norman Britain, from 1066 onwards. Again, there is a wealth of information from this period. If you want a primary source, try the Domesday Book, a survey carried out by the Normans in most of the major towns in England. For a secondary source, Marc Morris has a very accessible book called 'The Norman Conquest'.