TL; DR: Herodotus, Thucydides, Plutarch, Arrian, Caesar, Livy, Tacitus, all good. Probably Xenophon and Polybius, too.
_____
A convenient list of classic historical books in the Penguin series.
http://www.sffchronicles.com/threads/33912/#post-848764
From that list, I haven't read the Appian, Josephus, Sallust or Xenophon (the last two are in the Pile, the last in a non-Penguin edition).
I've read both Aristotles, Cicero, and Tacitus, but not in Penguin.
The Arrian is a Barnes & Noble hardcover, but is the same as the Penguin. The Caesars, Livys (Penguin has four volumes though the list only names one), Plutarchs (again, four volumes of Lives, despite naming two - and another one or two of other writings), Curtius, and Thucydides are all Penguins. That said, I've "upgraded" my Plutarch to an Encyclopedia Britannica Great Books edition just because it presents all of them (Penguin leaves out several) in the original parallel form (Penguin splits them, arranges them chronologically, and deletes the comparisons) and I've upgraded my Herod
otus and Thucydides to Landmark editions, but I've kept the Penguin editions, too. While not a big fan of all Penguin translations, I like de Selincourt's histories and his Herodotus is neat. I love that book. And, while the deletions are fairly unconscionable and the arrangement is not at all to Plutarch's point, the Penguin arrangement does read like a biographical history, which has its own interest.
I have a new found interest in those classical historical works, any recommendation on specially good writing among those? I know Herodetus is often mentioned but anyone who read the Xenophon? Ceasar? I mean is Ceasar writing interesting writing to read? Not because its famous conquerer,politician. Im looking only from POV of historical writing fan.
There's no doubt that the Caesar takes on added interest because... it's freakin'
Caesar, man!
But, that aside, it's really good reading and, while he obviously has a political agenda, it reads like very sober, professional history. I'd definitely recommend them.
If you're interested in ancient history you simply can't do without Herodotus or Thucydides. Herodotus is readier with the colorful anecdote he picked up in his travels and some might find his way of telling things (digression nested in digression layers deep as he winds deeper and unwinds shallower - I picture a guy dancing around the Minotaur's lair with a very thin thread that yet never breaks) I - perhaps unsurprisingly, being a parenthetical guy - love it. He's supposed to be covering the Greco-Persian conflict but ranges far afield. Thucydides, covering the tragic Peloponesian (Athenian-Spartan) war, is a much more "no nonsense" kind of writer with a more analytical mind and probably writes the "better" history but he was writing on the heels of "the Father of History" whereas Herodotus, while he had now-lost predecessors, was still really blazing the trail. So, yeah, those two Greeks. (Probably Xenophon, too, but I suspect he's the third of the three and, either way, I somehow haven't managed to read him yet (in the pile) so can't say.)
Plutarch has an essential life of Alexander - Curtius is only for completeness, as Diodorus would be except I'm incomplete and haven't even read him. Arrian is the guy to read for Alexander, even beyond Plutarch, but Plutarch is also essential for everybody else he details.
Between the two, I'm slightly less interested in Roman history but that's still plenty interested. I'd say Livy was the pretty essential guy there - don't take it too literally because it probably doesn't work but you might say he's a kind of Roman Herodotus (if we're doing parallel lives here, too). I haven't read him - his Penguin edition is in the Pile, but I suspect Polybius would be the Roman Thucydides (except Polybius is actually a "Roman" Greek). But all I can say for sure is that Livy and Caesar are essential. Livy covered the whole history of Rome to his Augustan time and we've lost a bunch of it but still have the first five books, stuff on the Punic wars, and some other substantial parts. Polybius basically covers the Punic wars.
Tacitus'
Germanica is fascinating for an anthropological look outside the Roman empire though it has propaganda purposes to try to make the Romans more virtuous in Tacitus' estimation by comparison. I suppose his history of the Julio-Claudian emperors and the one on the Year of the Four Emperors are also essential (along with Suetonius stuff) but it's awfully dreary and kind of tabloid like rather than really giving one a sense of life for the ordinary person in the Roman Empire. Rich people sleeping with and killing each other and so on. (I'm not being fair here, but it's along those lines.) Of course, for anyone with a special interest in Roman Britain, Tacitus'
Agricola is right there with the Germanica though it's partly a paean to his father-in-law (if I recall correctly).
I think that's most of the majors if I haven't forgotten anybody. Hope that helps.
Oh, but one thing to add (because this isn't long enough) is that ancient history is really frustrating - we're missing entire authors and often chunks of even the authors we have left so there are all sorts of gaps and you don't get a lot of the Athenian empire at peace, you'd almost get the idea Athens was wiped off the face of the map c.400 when that's not remotely so, and you only get traces of an idea of the might of Thebes and the rise of Philip and so on. It just pole vaults you through major events of the Greco-Persian wars, the Peloponesian wars, the campaigns of Alexander, etc. You have to read the modern historians with their access to fragments, archaeology, inscriptions, coins, etc., to get a more balanced picture but then they're writing a couple thousand years after the fact and who knows what they're getting right and wrong. There's a great Alfred Bester story - I forget the name - about just how messed up historical perceptions can get over time.