The 1920s-1960s style of English-language history writing is, I think it's fair to say, painfully and absurdly boring; the interminable lists of military-political events (battles and coronations and battles, etc.) could not possibly be less evocative. At least for me, (1) in-depth biographies, (2) histories of 'daily life', and (3) primary sources are much, much more interesting than -- and convey more information than -- the standard 800-page academic-press military-political slog.
Remains of Old Latin is an endlessly fascinating Latin equivalent to the Greek Anthology (also published by Loeb); these are, simply put, the most interesting primary source material that I've run across . . . faithful reproductions (without manuscript traditions to add errors!) of graffiti, boundary markers, epitaphs, jury duty instructions, coin inscriptions, election notices, reward posters, advertisements, and all the other fascinating minutiae of everyday life. While the constitution of Athens, Virgil's Aeneid, the Homeric Hymns, Livy's histories, etc. etc., give a sense of the poetic and political culture of the elite at the peak of Greek/Roman power, it's only in Remains of Old Latin and the Greek Anthology that you can really get a first-hand sense of ancient Greece and Rome.