I'm fascinated by the role of royal women in the Tudor period especially those that don't get much attention such as Margaret de la Pole.
I'm not sure about De la Pole, but a great read for Henry VIII's daughter Elizabeth is called The Heart and Stomach of a King, by Carole Levin. Good read about her reign as Queen
Antonia Fraser's Six Wives of Henry VIII is something of a classic.
For the individual queens
Catherine of Aragon - Garrett Mattingly Anne Boleyn - Eric Ives Catherine Howard - A Tudor Tragedy - by Lacey Baldwin Smith. There is a new one that just came out - Young, Damned, and Fair - but I haven't read it yet. Catherine Parr - Susan James