Seconding the Thucydides recommendation, but check out the Landmark Ancient Histories editions of these books. You can also get Xenophon's
Hellenika to follow that up, as he continues directly where Thucydides left off and goes up to the Theban triumph over Sparta.
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.