I've just always been curious about this time period - the lifetime of Anne of Kiev - and want to put the entire world into context.
So, I'm looking for the very best books that cover this period, especially any primary sources and the most up to date modern sources, though I expect a lot will be chapters in books that cover a geographical locale. Africa, the Americas, Japan, everywhere really: who were the prominent people/kindoms/societies of the time in those areas, how many of them might have met or learned of their contemporaries in far away lands?
They just predate this, but for context, I'd recommend Regino of Prüm's Chronicle and Thietmar of Merseburg's Chronicon for the history of the Holy Roman Empire.
For England, I'd suggest the Anglo-Saxon Chronicle, William of Malmesbury's Gesta Regum Anglorum, John of Worcester's Chronicon, and Orderic Vitalis' Historia Ecclesiastica.
I'd also recommend William of Jumiege's Gesta Normannorum Ducum and William of Poitiers' Gesta Guillelmi.
Otherwise, The Making of Europe by Robert Bartlett is pretty solid, Strickland's Anglo-Norman Warfare, and Abels and Bachrach (eds), The Normans and their Adversaries at War.