"The Silk Road: A New History" by Hansen is a good document-based summary of the cultures that lived in Central Asia in that time period. Not necessarily the ones you're thinking of though; it talks a lot about Sogdians, Tocharians, Uyghurs, etc.

"The Horse, the Wheel and Language" covers pre-historical Eurasia, not the time period you're asking about but goes into great details about the cultures that emerged between Ukraine and Kazakhstan around 3000 BC.

I've just finished reading Peter Frankopan's "The Silk Roads" and it is a fantastic source on Central Asia! Excellent bibliography for pursuing topics in more depth as well.

I suggest Empires of the Silk Road: A History of Central Eurasia from the Bronze Age to the Present, by Christopher I. Beckwith (2009).

link: http://press.princeton.edu/titles/8882.html

EDIT: some reviews

"Empires of the Silk Road is a major scholarly achievement. This is the first book to provide a comprehensive account of the history of Central Eurasia from the Bronze Age to the present. But it is much more than a simple narrative of events in what is arguably the most important region for the development of civilization during the past four or five millennia. It is an intellectually ambitious undertaking that attempts to account for essential transformations in the cultural, economic, and political life of societies situated both within the Central Eurasian heartland and on its periphery. Beckwith achieves the radical feat of demonstrating how Central Eurasia is actually key for understanding the dynamics of human history and progress throughout antiquity, the medieval period, and the recent past. Above all, and for the first time, he convincingly shows that Central Eurasia was not a sump of poverty-stricken, unremittingly vicious subhumans, but a wellspring of vibrant, energetic, resourceful, enterprising peoples who facilitated communication and change in all directions. In other words, Beckwith turns conventional wisdom on its head and makes Central Eurasia the core of human history, rather than the embarrassing backwater which it is usually portrayed as. Perhaps his greatest contribution is in the powerful, sustained epilogue, where he shatters a whole galaxy of misconceptions about the dreaded 'barbarians.'"--Victor H. Mair, University of Pennsylvania

"Christopher I. Beckwith, professor of Central Eurasian studies at Indiana University, suggests in his recent book, Empires of the Silk Road (Princeton University Press), that 'the most crucial element' of societies all through Central Eurasia--including the ones analyzed by this exhibition--was the 'sociopolitical-religious ideal of the heroic lord' and of a 'war band of his friends' that was attached to him and 'sworn to defend him to the death.' This idea, he suggests, affected the organization of early Islam as well as the structure of Tibetan Buddhist devotion. In fact, this 'shared political ideology across Eurasia,' Mr. Beckwith suggests, 'ensured nearly constant warfare.' The region's history is a history of competing empires; trade became part of what was later called the Great Game."--Edward Rothstein, New York Times

"[T]his is no mere survey. Beckwith systematically demolishes the almost universal presumption that the peoples and powers of Inner Asia were typically predatory raiders, and thus supplied themselves by extracting loot and tribute from more settled populations. . . . With his work, there is finally a fitting counterpart to Peter B. Golden's magnificently comprehensive An Introduction to the History of the Turkic Peoples: Ethnogenesis and State Formation in Medieval and Early Modern Eurasia and the Middle East, based on Arabic, Hebrew, Persian, Greek, Latin, and European medieval sources. By reading just two books anyone can now sort out Charlemagne's Avar Ring, the Golden Horde, modern Kazakhs and Uzbeks, ancient Scyths, Borodin's Polovtsian dances (they were Cumans), present-day Turks, Seljuks, Ottomans, early Turks, and Bulghars and Bulgarians, among many less familiar states or nations."--Edward Luttwak, New Republic