"The Forgotten Soldier" buy Guy Sajer is an excellent account of the Eastern Front from the eyes of a German soldier, though it is a tad controversial because some historians find it inaccurate.
"Grenadiers" by Kurt 'Panzer' Meyer is a fantastic memoir.
"Battleground Prussia" offers excerpts from soldiers' diaries in both the Wehrmacht and Red Army.
There are a series of books called "forgotten voices" that have first hand accounts. To be honest quite a few books have a collection of accounts from veterans of the war, just use the book preview facility on amazon to preview them.
Not collections, but I do have these on the shelf: Spitfire on my tail - Ulrich Steinhilper. He was a fighter pilot in the luftwaffe, the book centres on his experiences in the Battle of Britain.
The next moon - Andre Hue. Hue was a Frenchman who was deeply involved in the resistance movement, eventually he was an SOE agent and was dropped in to France just before D-Day to help unite resistance operations.
I know Adolf Galland and Albert Speer both wrote books too.
On the Allied side there are so many books I could suggest, one that instantly springs to mind in "First Light" by Geoffery Wellum. He was a fighter pilot by the age of 19 and flew in the Battle of Britain. It is a very well written book. The BBC adapted it in to a 2 part series a few years ago.
If you want more recommendations on the allied side let me know.