One of the best books on this subject is John Darwin's 'After Tamerlane'. Parker's 'Global Interactions in the Early Modern Age, 1400-1800' is a more textbook style approach, and very useful. Off the top of my head, the second volume Lieberman's 'Strange Parallels' is enormous but may have something of interest.

It would be helpful to know what about these empires you're interested in. Remember that these empires by no means existed in a vacuum and that Eurasia as a whole is often studied for this period. The books that I've recommended emphasise this. If you're interested in the so-called 'rise of the West' then you'll want different reading, but still (of course) to consider the wider context. What I'm trying to stress is that looking at empires only from modern 'Europe' (and only western Europe by the sound of it) doesn't make an awful lot of sense unless you're looking retrospectively, and if that's the case, then it's worth thinking carefully about Eastern Europe, Russia, the Ottomans...

Get an older edition of The Making of the West: Peoples and Cultures for super cheap; it is a wonderful concise history on European history. Would definitely be a good intro to any Western Empire.

Well, you could always go with JH Elliot's Empires of the Atlantic World, which is a comparative analysis of the English and Spanish empires in the Americas.

Is there something specific you're looking for? For example, the impact on conquered peoples, the way the empire worked, etc. Is there a specific reason for your research? Recommendations for pleasure aren't necessarily the same as suggestions for a research paper.