hi mickey, this might sound like a bizarre recommendation, but to cover (for the first time) all of roman history, from the beginning to the collapse a few hundred years into AD, i'd recommend the "rome: power and glory" 6 part documentary by discovery, before any book. it's on dvd (and video), and covers far more than you'd expect.
then there's plenty of books to build on that... and that will depend more on what writing style you prefer. you might want to read gibbon's famous work on the rise and fall of the roman empire: it covers the whole history in a grand sweep, but it's written in a grandiose style, and is full of value judgments about the superiority of certain ages, like e.g. the age of the antonines, leaving out e.g. the brutality of the roman empire at that time to non-citizens.
any general world history will cover roman history.
if you want to read a roman historian's take on roman history, you'll pick up their names and areas of concentration if you watch that documentary i recommended, e.g. livy.
hope that helps