I am having trouble finding a set list of classical histories and/or literature. It seems selective. Does anybody have a good list? Or is it selective for a reason? If so what would you recommend?
At 538 volumes this might be rather more than you need, but inclusion in the Loeb Classical Library would be one way of finding relevant sources. To be sure, it goes well into Late Antiquity as well, some might even say early Middle Ages.
Somehow I forgot Tacitus's Annals of Imperial Rome and Histories.
By the way, don't shy away from the original works (translated, of course, unless you can read Classical Greek and Latin). I thoroughly enjoyed Herodotus and Suetonius. I'd recommend going to them before any modern, secondary source.
Ad fontes.