I'm still looking for a good, comprehensive book on world history ; I don't even know if it would be possible in one book.
Here are my two of my favorites :
Europe : an history by Norman Davies.
http://www.amazon.com/Europe-History.../dp/0060974680
Treats Europe as a whole, from prehistory to modern times. The author do not only focus on the major European power but cover also Eastern Europe and the nations that today have vanished. Very well written, read as a novel.
A History of the American People by Paul Johnson
http://www.amazon.com/History-Americ...gy_cc_b_text_a
An history of the USA. Very smooth reading here as well.