Anything written by Douglas Southall Freeman. I especially recommend his seven volumes (available abridged) biography of George Washington which of course covers the French and Indian war and the revolution. Equally, Freeman's Robert E Lee in four volumes, also abridged, is one of the finest biographies I have ever read. Freeman's, Lee's lieutenants, is a wonderful three volume series but I warn you it frolics in the beginning but is wrenching at the end.
Rick Atkinson has got two volumes of World War II and we await his third. Keegan has an excellent World War I.
All the Best and Brightest by David Halberstam is a brilliant treatment of the Vietnam War.