Steven Pressfield's
Gates of Fire, Tides of War, The Virtues of War and The Afghan Campaign. The former two are set in Ancient Greece, dealing with the battle of Thermopylae and the exploits of Alcibiades respectively, the latter two with Alexander the Great. Finally
Last of the Amazons also ought to fit the bill very nicely.
Pressfield is one of the best military/historical fiction writers there is and if you're interested in the period I confidently predict that you'll love his books. Cornwell is excellent too of course.