for the Pacific war you can probably do no better than the superb book by John Toland The Rising Sun.
For the European view of WW2, I'd second Shirer's book.
For WW1, I'd second the Regeneration Trilogy and add (titles linked to reviews on my blog)
The Return of the Soldier: great short story/novella depicting one tragic aspect of a soldier coming home from the front
The Riddle of the Sands: although set before the war, it had a major influence on Britain's naval strategy. Very important novel.