Bible and Sword: England and Palestine from the Bronze Age to Balfour, by Barbara Tuchman
I've been meaning to read this book for years. I should have read it long ago; it's really good. It's also not very easy to find in libraries and used bookstores in my experience, so good luck. You can buy it new, though.
This is Barbara Tuchman's first published history book (I'm pretty sure), published in 1957--only about 10 years after Israel was established as a country, and she really doesn't try to go there. She sticks to the Balfour declaration (the UK's 1917 statement of support for turning Palestine into a state for the Jewish people) and how it happened. If you look at it without knowing any history, it seems a pretty stunning idea, so how on earth did that happen?
Tuchman's answer starts far back in time, with the Roman Empire and Joseph of Arimathea, and continues through the establishment of Christianity in Britain, the Crusades, and lots more empire-building and politicking and persecution of Jews. There is some amazing (and, of course, horrifying) history here, and Tuchman provides great insights. She is also good at wry and pointed commentary.
All in all, this is good stuff. I recommend it. Even the boring, complicated political sections are really pretty interesting.