Loeb at First Sight: The Classics Come in Red and Green (2013)
designersandbooks.com
designersandbooks.com
The only bad thing about the Loeb volumes are their price, they are generally $25-$30, which is steep for such small books. If I had a ton of money I would commission similar volumes subsidized to $10 max. For the starving student currently the only alternative is the Web, e.g. Textkit (https://www.textkit.com/greek-latin-forum/viewtopic.php?t=70...) and Perseus (http://www.perseus.tufts.edu/hopper/collection?collection=Pe...)
I actually remember buying a bunch of these on Amazon when Amazon was new, and being surprised at the low price.
You can read Plutarch's Lives in parallel (no pun intended), it's pure entertainment.
Where Xenophon really shines though, is Anabasis, the story of his own campaigning. I have the Loeb version of this and it's good.
Landmark Ancient Histories also have an edition of Arrian's Alexander you may like, which would begin just a few decades after the end of Hellenika. I prefer this when they're available - they are very richly annotated with maps and other supplementary information to help you keep on track.
For Hellenism and Ptolemaic Egypt, Polybius is probably worth a shot. I can't think any other ancient writers that really go into detail on them.
Another thing, you know something is a classic when you can sell the same book for a century and still never find a cheap copy anywhere! I feel like I never see Loebs below $10 unless they're trashed and noted up.