Nowadays, at least here in southern Brazil, we learn in uni a lot (and I mean a lot) about the Annales School, a French journal from the 20th century that generated most of the ways that some contemporary historians look at history. Founded in 1929 by Marc Bloch and Lucien Febvre as a counterpoint to the dominant positivist mainstream theory of the 19th century, it basically had the intentions of approximating the writing of History with the other social sciences such as Sociology and Anthropology, as well as seeing History not as a mere exposure of facts based on documents but also as a problem, in the sense of asking a question and trying to find an answer.

A good book that sums its three generations up is Peter Burke's "The French Historical Revolution: Annales School - 1929-1989", in which he points out the significance of each phase of the Annales and the authors that molded it, such as the previously mentioned Marc Bloch and Lucien Febvre (1st generation), Fernand Braudel (2nd generation) and the very spread out 3rd generation (Jacques Le Goff, Georges Duby, Jean Delumeau, etc).

Another popular stream is the one that was derived from the Annales, the so called "Cultural History", in which Burke also has written a book about, even though I personally haven't read that one. Some authors from this line of thought are Roger Chartier, Michel de Certeau and Michel Foucault.

There's also a great Brazilian historiographer called José D'Assunção Barros, although I am uncertain if there are books of his published in English.

Of course, there are a lot more authors with differing views. However, these were the main ones I worked with throughout my graduation. Hope it helps!

Some books:

The Historian's Craft - Marc Bloch

History And Memory - Jacques Le Goff

On the Edge of the Cliff: History, Language and Practices - Roger Chartier

And the aforementioned The French Historical Revolution: Annales School (1929 - 1989) - Peter Burke

Since you mentioned ancient historians and Marxism (e.g., Historical Materialism, I suppose), I do not think we follow an idea of history anymore which would be defined as either cyclical or teleological. In this regard, the postmodern lesson of scrutiny against master narratives, of which the idea of progress has been the most powerful and enduring, was surely effective. Not many historians would still (openly) subscribe to such metaphysical positions about history being in some way necessarily organized by an underlying principle, be that Marxist dialectics, Hegelian Geist, or an ideology of progress. Likewise, the notion of “objectivity” has been pretty much abandoned in favor of inter-subjectivity, and a quest for “capital-T”-Truth abandoned—a lesson learned from the school of narrativism, exemplified by Hayden White’s classic Metahistory. In this regard, narrative history has also returned; perhaps a necessary return, as has often been argued in the past, since the overly dry, analytically-descriptive social history of the 1960s and 1970s disconnected the historian from the general public, thus also threatening the relevance of historians as political commentators, and the didactic potential of history beyond the halls of universities.

If you are interested in how this notion of history as a (philosophical) concept has changed over the past centuries, which of course has impacted historiography to some extent, I’d suggest Chiel van den Akker’s The Modern Idea of History and its Value: An Introduction (2020). I also like Le Goff’s book that the other poster suggested (although its old). If we speak about classic writers which address issues of epistemology and history (which Le Goff does in his book), I can also recommend Carlo Ginzberg's essay "Microhistory: Two or Three Things That I Know about It" (Critical Inquiry 20:1 [1993], here). Peter Burke’s History and Social Theory (2005) might be another good introductory read that argues for employing theoretical concepts borrowed from sociology, anthropology and so on. [I did mostly read about historiography in German, so I'm a bit low on recommendations here.]

But anyway, shifting the topic a bit:

When looking over doctoral candidates theses’ at a history department here in Germany, I am under the impression that we live in an age of methodological pluralism. In the past, where, in the 19th century, political history was the thing to do, until social history replaced the focus on nations and Great Men—another problematic metaphysical idea—with a focus on the broad masses (which, of course, was accompanied by the introduction of new auxiliary methods such as statistics). But nowadays, it seems any kind of subject matter is acceptable, as long as it can be reasonably argued for. Quite notably, historical biography has become defensible and quite popular again; gender history, history of concepts such as race, ethnicity, are present, as are post-colonial approaches; various takes on more "traditional" political, social, and cultural subject matters are being practiced, etc.

To exemplify, taking a look at one of the introductions to historiography in my shelf (2006s Kompass der Geschichtswissenschaft), the main headings are (translated from German by me):

1. Social History; subdivided into: Annales, New Anglo-American Social History; Historical Social Science; Marxist History.

2. Political and Constitutional History: International Relations, History of Law, Administrative History, New Political History.

3. Cultural History: New Cultural History, Historical Anthropology and Microhistory, Media History, Women’s History and Gender History.

4. History of Ideas: Neue Geistesgeschichte, Historical Semantics, New Anglo-American History of Ideas, French Discourse Analysis.

This is 2006, and there’s more fields out there nowadays, such as History of Emotions, which attempts to decode what kind of emotions people felt, and how they expressed them, or the aforementioned full-force return of historical biography; likewise, there’s people who do prosopography, a method that has been greatly helped by modern IT; and people working a lot with narrative texts are very familiar with literary theory such as narratology to aid their analyses. The list goes on.

As a result, I do not think one can read just one book to know "how to do" history nowadays, it seems more like this: one picks a subject matter (concept, event, idea, person, etc.) and figures out how to best explore it through their sources and through which auxiliary methods, but there is no longer one big paradigm that everyone should better subscribe to lest they’d be ostracized by their peers. (Well, okay, people might give you funny looks when you talk about reconstructing the past and discovering the Truth...)