I have answered a similar question before. Perhaps it might answer your question as well:

Start with Amèlie Kuhrt's collection of primary sources, The Persian Empire. It has mostly all of the primary sources for the Persian Empire, including the years just prior to Alexander's conquests, in English. For more historical context, I highly recommend Pierre Briant's From Cyrus to Alexander. Briant focuses on the Persian perspective, the proceedings of the Achaemenid court, and the Near Eastern cuneiform primary sources, balancing out the heavily Greek-oriented modern scholarship that focuses on the Greek and Roman Alexander historians.

A word of caution: the Near Eastern primary sources for this period are not straightforward. There is no equivalence to the history of Arrian or Diodorus for the Persian Empire. What we have instead are a number of royal inscriptions, astronomical texts from Babylon, countless receipts from temples and storehouses, and legal contracts from more local governments. An investigation of the motives of Darius III, for instance, is difficult. Just be weary of any secondary source that claims otherwise.