Off the top of my head, these are some good books that I have and like
WW I:
Castles of steel - Good book on the naval war, not just Jutland
Dreadnought - Arms race that lead up to WW I
First World War (Hew Strachan) - Good overview, Keegan also has his own book with the same name.
WW II:
Pacific War (Costello) Overview of the whole PTO
Russo-German War (Seaton) - Eastern Front
Why the Allies Won (Overy) - How the Army planned in the 20's and 30's for war
War Plan Orange (Miller) - Interesting book on the hypotheitcal plans for war with Japan in the 20's and 30's. Blueprint for the actual WWII campaign
Last Stand of the Tin Can Sailors - Must read on the battle of Samar, where a handful of DD's and DE's went head to head with a major Japanese surface force to buy time for the CVE's to escape. What those guys did took courage beyond words.
Guadacanal (Franks) - The book on the first major pacific campaign
Little ship, Big war (Stafford) - Great book from an officer on a DE, following the ship from commision to the end of the war. Shows the day to day life onboard a ship
Iron Coffins (Werner) - True story of a surviving U-boat commander
Forgotten Soldier (Sajer) - Shows the hell of the Eastern front from a German point of view. War was definitely Hell.