I've actually read relatively little concerning either WWI or WWII.
I've read a few books on the wars that I can recommend.
There's a badly-edited but worthwhile book by Gilchrist called
A Morning After War about C. S. Lewis's 1914-1918 war experience. I wrote a review called "Namarie to All That," but I don't seem to have it on this computer. Peter Englund's
The Beauty and the Sorrow is very good at giving a sense of what the war was like for a variety of particular people. An interesting combination of travel book and discussion of things leading up to the outbreak of this war was Tim Butcher's
The Trigger.
For the 1930s and the 1939-1945 war, I recommend Juliet Gardiner's
The Thirties,
Wartime Britain 1939-1945, and
The Blitz. For a military history, Hastings's
Inferno, which I think in the UK edition is called
All Hell Let Loose.
If you want to learn about Nazism and the Nazification of society, these were very good: Reck-Malleczewen's
Diary of a Man in Despair, Phillips's
The Tragedy of Nazi Germany, and especially Sebastian Haffner's
Defying Hitler -- though the title doesn't give a good idea of the contents, since much of the book is about Germany going along with Nazification, as observed by the author.
For the interwar period, I think Richard Overy's
The Morbid Age will be good, but I haven't read all of it. Incidentally I thought it was relevant not only as regards the Inklings but also Lovecraft. Overy is author of another book I have read in part, and which also impressed me,
The Dictators, about Stalin and Hitler.
A friend thinks highly of Schwarzschild's
The World in Trance about events leading up to the 1939-1945 war. I bought a copy but haven't read it yet. On hand is a copy of Piers Brendon's
The Dark Valley: A Panorama of the 1930s, which I think I will start before long.