First, I refer you to the FAQ section [here] which should have everything you need, but I offer the following books as suggestions.(https://www.reddit.com/r/AskHistorians/wiki/books) More qualified persons will likely offer better suggestions.

Firstly, good primary source material can allow you to draw your own conclusions about a period of history. Remember that sometimes those conclusions can be way off - if you only read Herodotus, for example, you'd find your understanding of Greek history to be way outside the modern academic consensus - so it is necessary to supplement and broaden your education with secondary source material. But I always try and start with primary source material.

Ancient Greece:

The big ones here are Herodotus, Thucydides, Xenophon. I recommend the latter two's works to be read in full. Thucydides is often called "the First Historian" (in contrast to Herodotus's somewhat pejorative marker, "the Father of History," as Herodotus believed that if you shaved your head the sun would bake your skull till it was hard and that's why Egyptians shaved their heads, etc.) and his History of the Peloponnesian War is probably the origin point for all modern military history. It is gripping and has profound relevance to the modern day. Unfortunately it ends in an abrupt manner, possibly due to the author's death, it's unclear.

Xenophon wrote two books of major note, the first, the Anabasis, is Xenophon's memoir of his service for a failed pretender to the Persian throne. It's a thrilling read but a lot of it is uncorroborated. The other work of Xenophon's, the Hellenika, is a continuation of Thucydides's work - he literally picks up right where Thucydides left off by saying something in Greek to the effect of "And after these things happened, then..."

If you have the money, I recommend buying the Landmark editions of these texts. They will give you a lot of additional material to chew over, not just maps, but glossaries, appendices, explanatory essays, and running annotations throughout the text. And the books just LOOK good too.

Rome

I am quite partial to Livy's account of the Hannibalic Wars, but this is not a great source of history - more a narrative in the vein of Shelby Foote. If you're looking for a good history of that period, Polybius wrote it, then Livy embellished what Polybius wrote. Hannibal was Rome's greatest foe in its early days and if half of what they wrote about him is true, he was one of the greatest military commanders of all time.

Tacitus, Caesar, and Cicero's speeches are indispensable to anyone hoping to understand Rome's transition from Republic to Empire. Tacitus is known for his acid style, with many of his sentences containing a barbed word at the end that can twist or radically change the meaning of the foregoing words. His Latin is (apparently, I have no facility with it) hard to translate properly as a result. Nevertheless others have done that work for you, and Tacitus's Histories and Annals are two books, containing some significant gaps, that cover what happened after the Civil War ended with Augustus secure in his Principiate.

Caesar's Gallic Wars, as well as his contemporary account of the Civil War he fought, are required reading for anyone hoping to understand the period of history he inhabited - but remember, he was well aware of the audience he was writing for and his work constitutes propaganda of a kind.

Finally, Livy's history of the early founding of the city of Rome, Ab Urbe Condita Libri, was well known to many Romans and, while closer to Thucydides and Herodotus, considered by many today to be not very rigorous.

There are others - Sallust, Suetonius, etc. - who write about other periods in Roman history. A Latinist would be better suited toward recommending those volumes to you.

The Crusades Here's a bit of a bibliography I have handy for Crusader Kingdom sources - this is geared toward the earlier crusades, between the First and Third:

Riley-Smith, Jonathan Simon Christopher. The Crusades: A History. London, England: Bloomsbury Academic, 2014. Print. Riley-Smith is the o.g. of Crusader Studies. This book is just a little, slim volume that has a lot to offer a new-comer. Give it a shot.

Holt, P. M. The Crusader states and their neighbours, 1098-1291. Harlow, England New York: Pearson Longman, Pearson Education Ltd, 2004. Print. This is an excellent, and very short, introduction to the layout of the Outremer and has some good introductory materials on Byzantine-Crusader relations.

Armstrong, Karen. Holy war: the Crusades and their impact on today's world. New York: Doubleday, 1991. Print.

Ashbridge, Thomas. The Crusades: The Authoritative History of the War for the Holy Land. HarperCollins.

World War II: Pacific theater.

I don't know much about this period in terms of rigorous history, but from what I recall, Costello's History of the Pacific War was cracking good reading. It was published in the 80s however and might not be totally updated.

Craig L. Symond's Battle of Midway was a fascinating and intense read detailing the many intelligence operations that led to the American success at Midway - as well as the enormous and awful sacrifice men on both sides endured during the melee.

Thanks for asking this question - I look forward to the recommendations it's likely to produce!