For ancient,
Gates of Fire, by Scott Pressfield. Though the book is technically historical fiction it is very well researched and very well written. With the exception of one chapter, it follows the historical events very closely.
For WWII, Bantam Books published a huge number of WWII titles in the 1950s and 1960s. Many of the books were written by the actual combatants. Others were written by researchers. The titles include many German authors and a few Japanese.
Over the years, I have read dozens of them. They usually sell for a few dollars and are usually easy to find in used book stores. I cannot recommend this source enough due to the sheer number of titles.
This link here has a partial list of the books that were published.
Edited by Cryptic - 09-Nov-2009 at 15:50