I have "On War" by Clausewitz but I don't know what my next book should be.
First, I would like to point out that Clausewitz's On War is less military history and more military strategy. You are not going to find accounts of how single battles are fought and won (or lost) in it, but rather Clausewitz's ideas on how one country may triumph over another on the national scale.
That being said, I am presuming that you are looking for strictly military history accounts, so I have listed some below comprised of books from the U.S. Navy's, U.S. Army's, and USMC's reading lists as well as books from classes I took at the war college. Full disclosure: my experience is more in modern and naval warfare, so that's what I'm recommending. There is a lot more war out there to learn about, but this is my familiarity. What you read is likely going to be influenced by whether you're looking sweeping overviews and strategy or the nitty-gritty details of individual battles. There's a mix of the two types in the list below.
Seven Years' War
Anderson, Fred, Crucible of War: The Seven Years' War and the Fate of the Empire in British North America, 1754-1766
American Revolution
Toll, Ian W., Six Frigates: The Epic History of the Founding of the U.S. Navy
Fischer, David Hackett, Washington's Crossing: Pivotal Moments in American History
U.S. Civil War
McPherson, James. M., Battle Cry of Freedom: The Civil War Era
Grant, Ulysses S., Personal Memoirs: Ulysses S. Grant
Wars of German Unification
Showalter, Dennis, The Wars of German Unification
Wawro, Geoffrey, The Austro-Prussian War: Austria's War with Prussia and Italy in 1866
WWI
Strachan, Hew, *The First World War ****I very much suggest this one as your starting point for WWI
Gordon, Andrew, The Rules of the Game: Jutland and British Naval Command
WWII
Weinberg, Gerhard, A World at Arms: A Global History of World War II *** My suggested started place for WWII before getting into specific campaigns and battles
Hornfischer, James D. Neptune's Inferno
Field Marshal Viscount Slim, Defeat into Victory: Battling Japan in Burma and India 1942-1945
Eisenhower, Dwight D., Crusade in Europe
Toll, Ian W., Pacific Crucible: War at Sea in the Pacific 1941-1942
Toll, Ian W. The Conquering Tide: War in the Pacific Islands, 1942-1944
Col Joseph H. Alexander, USMC (ret), Utmost Savagery: The Three Days of Tarawa
Hornfischer, James D., The Last Stand of the Tin Can Soldiers: The Extraordinary World War II Story of the U.S. Navy's Finest Hour
Korea
Fehrenbach, T. R., This Kind of War: The Classic Korean War History
Hammes, Thomas, Forgotten Warriors: The 1st Provisional Marine Brigade, The Corps Ethos and the Korean War
James, D. Clayton and Wells, Anne Sharp, Refighting the Last War: Command and Crisis in Korea, 1950-1953
Vietnam
Lewy, Gunter, America in Vietnam
Krepinivech, Andrew F., The Army and Vietnam
general/misc
Parker, Geoffrey, The Cambridge Illustrated History of Warfare: The Triumph of the West
Keegan, John, The Face of Battle: A Study of Agincourt, Waterloo, and the Somme