I'm very fond of Winston Churchill's 'The Second World War. His single abridged version is brilliant enough, but the complete 6 (or 12) volume series is an incredible and entertaining read.
Franco: A Biography by Paul Preston. I read this at Uni when I was doing a piece about the aftermath of the Spanish Civil War and the 'Franco-isation' of Spain. I borrowed it from the university library and I borrowed it again several times even after I'd finished my piece, as I really enjoyed reading it. The end of the month would come when it had to go back, and I'd ring up and automatically renew it again, and do the same the next month.
Association Football and English Society, 1863-1915 by Tony Mason. I used this as part of my research for my dissertation, and like the last book, I kept borrowing and renewing it from the library. Unfortunately it's been long deleted, so it's a bit hard to come by. I could buy a second hand copy on Amazon, but it'll set me back £103.
Other favourites:
Fusiliers: Eight Years with the Redcoats in America, Mark Urban
Dark Continent: Europe's Twentieth Century, Mark Mazower
Post War: A History of Europe since 1945, Tony Judt
A History of Germany, 1815-1990, William Carr
Cold War, John Lewis Gaddis
The Making of the English Working Class, E.P. Thompson
The Age of Revolution: 1789-1848, Eric Hobsbawm
The Age of Capital:1848-1875, Eric Hobsbawm
The Age of Empire: 1875-1914, Eric Hobsbawm
The Age of Extremes: 1814-1991, Eric Hobsbawm
Hitler: Hubris, 1889-1936, Ian Kershaw
Hitler: Nemesis, 1936-1945, Ian Kershaw
Overlord, Max Hastings
The Ball is Round: A Global History of Football, David Goldblatt
Rise to Globalism: American Foreign Policy since 1938, Stephen E, Ambrose
The Third Reich, Michael Burleigh
The Fall and Rise of the Third Reich, William L. Shirer
Mussolini, R.J.B Bosworth
Empire: How Britain Made the Modern World, Niall Ferguson
Colossus: The Rise and Fall of the American Empire, Niall Ferguson
The War of the World, Niall Ferguson
The Annals of Imperial Rome, Cornelius Tacitus
A History of the English Church and People, Bede
Nelson, John Sugden
The Origin of the Second World War, A.J.P Taylor
The Kings Depart: The Tragedy of Germany: Versailles and the German Revolution, Richard M. Watt
1914 1918: The History of the First World War, David Stevenson
The Longest Day, Cornelius Ryan
A Bridge Too Far, Cornelius Ryan
The Last Battle, Cornelius Ryan
These are just a tiny fraction. I'm a book junkie, I love buying books, especially history books.