I read a great book for my Ancient History major work on the Roman Military which helped me extensively as it includes detailed figures of military formations and the strategy behind the generals thoughts and step by step drawings of the different stages of major battles. I highly recommend this book as most of my study came from this source. The book is called 'Roman Warfare' by Adrian Goldsworthy and he has many more books about Roman warfare and their armies (Both Empire and Republic)

This all depends on just how deep you want to go into historiography, but I'll give you some recommendations.

If you're just starting your journey into Roman history and historiography, then I suggest SPQR by Mary Beard. While also giving a very solid overview of Roman history from the Kingdom to the mid-Empire, she also goes over the historiography of the events told in great detail (for a general history, that is).

For a more in-depth look at Roman historiography, perhaps you should look into, unsurprisingly, Roman Historiography: An Introduction to its Basic Aspects and Development by Mehl and Mueller. If you actually want to read selections from Roman historians, then buying a reader or two would be your best bet. For example, The Historians of Ancient Rome: An Anthology of the Major Writings or, the best I believe, is Ancient Rome: Social and Historical Documents from the Early Republic to the Death of Augustus, but it's a bit expensive. If you have any questions, feel free to send me a PM.

Sorry but do you mean you want to read the works of these historians or do you want to read about them?