I second (third and fourth) Paul Theroux's travel books, which in my opinion are excellent.
Some other travel books I have enjoyed a lot are:
City of Djinns: A Year in Delhi - William Dalrymple
River Town: Two Years on the Yangtze,
Oracle Bones: A Journey Through Time in China and
Country Driving: A Chinese Road Trip - all by Peter Hessler
Tim Cahill, intrepid traveller and journalist, is well worth reading.
Colin Thubron is another travel writer well worth looking into.
Instant City: Life and Death in Karachi - Steve Inskeep
Naked in Dangerous Places: The Chronicles of a Hungry, Scared, Lost, Homesick, but Otherwise Perfectly Happy Traveler - Cash Peters
Outposts: Journeys to the Surviving Relics of the British Empire - Simon Winchester
The Art of Travel - Alain De Botton
An Area of Darkness - V. S. Naipaul
Beyond the Sky and the Earth: A Journey into Bhutan - Jamie Zeppa
Black Lamb and Grey Falcon - Rebecca West
Carnivorous Nights: On the Trail of the Tasmanian Tiger - Margaret Mittelbach & Michael Crewdson
Mission Mongolia: Two Men, One Van, No Turning Back - David Treanor
This is all modern stuff - should you want some tips on classic travel books too I'll be all too happy to oblige.