Have you checked our booklist on the sidebar? It would help if you could tell us what you're interested in, or do you want just some General overview? Adrian Goldsworthy has written some highly regarded books about Roman History for a general audience. The "Blackwell Companion" series is also a great, if more scholarly but still accessible, resource for general overviews such as for the Roman Army or the Roman Empire, and a great font of sources for further study.