I should preface this by saying that I did look on the wiki, but all the central Asian books looked specifically at the Mongols and the Middle East section wasn't much help either.
I've recently found an interest in the history of Central Asia, everything from the Hun invasions, to the sloppy borders of the former SSR's, I particularly enjoy that any instability in Central Asia has instantly been a portend of doom for both Europe and Asia.
I was wondering if anyone had any recommendations for books on the subject; I don't particularly mind which period it details, but if I had to specify, I'm most interested in the rise of the Ottoman Turkic people, from the border disputes with Khosrau and Justinian, to the conquest of Anatolia and invasion of the Balkans.
From the Russian perspective, I think Andreas Kappeler's The Russian Empire: A Multi-Ethnic History is one of the better histories of Central Asia. A few others of Russian tilt are:
Russia's Steppe Frontier: The Making of a Colonial Empire, 1500-1800 by Michael Khodarkovsky
Russia's Unknown Orient by Olga Atroschenko (art history but has good articles on central asia)
Russia's Orient: Imperial Borderlands and Peoples, 1700-1917 by Daniel Brower
Heretics and Colonizers: Forging Russia's Empire in the South Caucasus by Nicholas Breyfogle (obviously more to do with the Caucasus but deals with the ethnic conflicts between Russians and non Russians)
There are also several good national bios if you will on individual countries which give a good groundwork. Pakistan by Anatol Lieven is very good, as is Afghanistan by Steven Tanner.
If you're looking for more recent histories, ie since the mid 1980s, Steven Coll's Pulitzer winning Ghost Wars is terrific, as is his follow up which just came out a few months ago, Directorate S, both cover Afghanistan and Pakistan pretty well, and then there is Ahmed Rashid, a Pakistani very critical of both Pakistan and America who wrote Descent into Chaos which covers the political situation of the last 30 or so years throughout Central Asia.
Hope this helps.