For broad overview, I'd suggest "The World at War" by Mark Arnold-Forster, which was the tie-in to the famous tv documentary series; and also "History of the Second World War" by Basil Liddell Hart.
For World War I, I'd have to go with "History of the First World War" also by Basil Liddell Hart.
I second this recommendation although haven't read much on World War I.
Ambrose's Band of Brothers
and Citizen Soldiers
give a more detailed look at GIs, and I also recommend his D-Day
and Cornelius Ryan's The Longest Day
and A Bridge Too Far
- the latter one of my favourites, especially seeing as the movie got criticised for it's fantastic plot elements (that were actually true!).
Charles Whiting's The Battle of Hurtgen Forest
shows how thousands of lives were lost when the US High Command got themselves fixated on what should never have been an objective in the first place.
I'm afraid I'm more of an ETO person, but I do know the books that the HBO series The Pacific
were based on are supposed to be excellent. I had a book years ago (I think called Red Bear), that detailed the Eastern Front, from the initial attacks in Barbarossa up to the Battle of Berlin, but the author escapes me.