Some ancient titles I have on my to-read list:
Augustine of Hippo - Confessions and City of God
Thucydides - History of the Peloponnesian War
Herodotus - Histories
Aristotle and Plato - haven't picked titles yet, not sure if other Greek philosophers are really worth to read
Josephus - Antiquities of the Jews
Sun Tzu - Art of War (actually I've read it already)
The list lack in roman literature but aside from Augustine I dont know who to pick.
Other than that last book I've read was Tanith First and Only by Dan Abnett. It's an action book set in warhammer 40k universe. Author is pretty cool and I'll be getting more books from the series.