Also very good historical fiction: The Lightbearer by Donna Gillespie. I loved it! It plays in Rome and "Germany" , around the time of Nero.
Salambo by Gustave Flaubert which is about Hamilkar Barkas, the father of Hannibal, and the battles he had to fight at home, after the first punic war.
I remember reading another book about the battle of Thermopylae , it was a really great novel. I was like 12 years old or so, but I can't remember the title or the writer. It's a shame, I would love to read it again.
Also a great read is The Histories by Herodot (still our only source about the battle of Thermopylae) , the father of history.
Ken Follet's On Wings of Eagles, which is non-fiction, is also very gripping. It's about the rescue of EDS employees during the revolution in Iran.