After reading Jon Krakauer's Where Men Win Glory : the Odyssey of Pat Tillman (quick, genuine, to the point, and hard to put down) it occurred to me that for every historical period, there's at least one tome that sums up its problem and directs us to the next. Here's a list; one tome per conflagration.
Pre-WWI read : The Guns of August by Barbara W. Tuchman
The Great War itself : All Quiet on the Western Front by Erich Maria Remarque
For the short peace in between the two wars : The Third Reich in Power by Richard J. Evans
WWII : The Rise and Fall of the Third Reich : a History of Nazi Germany by William Shirer
Korea : The Coldest Winter : America and the Korean War by David Halberstam
Vietnam : A Bright Shining Lie : John Paul Vann and America in Vietnam by Neil Sheehan