I have the audio version of Shirer's The Rise and Fall of the Third Reich. I've listened repeatedly to the coverage of this important period, when the Nazis went from relative obscurity to power and consolidation of that power.
I think it's fascinating. The way Shirer paints it, things had to fall just right for Hitler. The machinations of von Schleicher, von Papen, the various parties, President and Oskar Hindenburg all worked in a intricate dance to bring Hitler to power.
Then, consolidation of that power with the Röhm-Putsch in 1934.
Is there a really good book on this specific period?
The best introductory work on this period is Richard J Evans's The Coming of the Third Reich. While he also covers the Weimar and imperial period, Evans's account is readable and the first in a trilogy on the Third Reich.
A recent monograph that deals with this specific period and political violence is Neighbors and enemies : the culture of radicalism in Berlin, 1929-1933 by Pamela Swett. While it only focuses upon Berlin, Swett shows how local politics and violence reflected the larger social forces that were tearing Weimar apart.