I'm American, but I have lived for 2 years in Saudi Arabia and 4 years in Egypt, from 2005-09.
Naturally I wanted to learn something about the area, so here are a few of my favorites:
Robert Fisk,
The Great War for Civilisation - yes, the title is sarcastic. Sweeping history of ME troubles, ending with the 2003 occupation of Iraq.
Fisk was the Middle East correspondent for several British newspapers, finishing up with the
Independent, I think. He was based in Beirut and also wrote a book on the sad history of that country,
Pity The Nation.
David Fromkin,
A Peace To End All Peace: The Fall of the Ottoman Empire and the Creation of the Modern Middle East.Robert Lacey,
The Kingdom - history of Saudi Arabia. Somewhat dated now, since it came out in the 1980's. But still useful.
Video: BBC Two:
Suez: A Very British Crisis - how the British tried an Egyptian "regime change" in 1956, with some unexpected consequences - the near-crash of the British economy, a fuel crisis, and the fall of Anthony Eden's government. Funniest part - the British entered secret agreements with the French and the Israelis, and expected them to stay secret.
This is a great 4-part BBC "docudrama," fortunately more docu than drama. The fourth part is told completely from the Egyptian side, which provides a welcome (and unusual) balance.
http://news.bbc.co.uk/2/hi/programmes/6045808.stm