There aren't many true primary sources for Alexander--the ancient sources we have, the best of which is Arrian's
Anabais, which you've found as
The Campaigns of Alexander, was written centuries afterward. Arrian's work is taken from contemporary accounts that are now lost to us. This
link takes you to a discussion of the better sources such as Arrian, Diodorus Siculus, Plutarch, and Q. Curtius.
If you are looking for military aspects, stick with Arrian, who was a Romanized Greek general who held an important command in the east. He brings an officer's understanding to the discussion of Alexander's generalship and command decisions. His flaw is that he unabashedly admires Alexander, and thus gives some of AG's controversial acts a positive spin they may not deserve. I personally wouldn't write a paper without reference to Arrian's work.
If you need secondary source guidance to understanding Alexander, the Selincourt translation of Arrian has excellent footnotes.
The Genius of Alexander, by N.G.L Hammond is a superb work for looking at all aspects of Alexander. For the military aspects, look to
The Generalship of Alexander by J.F.C Fuller, the Alexander chapter from John Keegan's
The Mask of Command, or relevant passages from Archer Jones'
Warfare in the Western World. Not aimed at a scholarly audience but useful as well is John Warry's
Warfare in the Classical World.
Avoid the Oliver Stone movie, and good luck!
