I don't entirely agree that history is always written by the winners, but when we talk about history, I think it's important to distinguish between the past and history. The past is whatever events took place before the present. Our knowledge of the past depends on the resources available to us in the present, so it's inevitably incomplete. History isn't what has taken place before, it's the process we undertake to give our understanding of the past meaning and context. History is an activity.

As with any intellectual activity, different people are going to come at it from different perspectives and bring different values and biases to the table. This is fine. History isn't a science (well, maybe at Chicago...), but it is contingent. Here I'm discussing contingency in the philosophical sense--history is inherently neither always true nor always false. The field of history exists, in part, to create and develop an intellectual framework with which we can judge the ideas of our peers. Bias of some sort may be inevitable, but in and of itself, it's not disqualifying. Lack of rigor, sloppy method, deliberate distortion of the historical record--these types of things are disqualifying.

In short, don't be afraid of bias, but also don't be blind to it. You'll rarely, if ever, find a single work that is wholly definitive. If your source base is limited to secondary works (which is the case for all of us in anything outside of our specialty 90%+ of the time), then you're simultaneously reading about history and reading about how we talk about history. Adding to the chorus of voices on a subject is always a good idea.

This is a widely-discussed topic and I'm obviously staking out a plot of land somewhere between the Rankean positivists and the post-modernists. There are lots of others spots on the spectrum.

Georg Iggers' "Historiography in the Twentieth Century" is probably still on the syllabus of every introduction to historiography class. It gives a nice overview of the movement of the field from one end of the spectrum to the other (and the various counter-movements). Peter Novick's "That Noble Dream" tackles the issue of objectivity and how it came to be, for a time, the goal of historians.