I recently read Paul McKechnie - The First Christian Centuries, which is a useful and interesting introduction to the history of the Church up to AD 313, when it was finally made legal under the Emperor Constantine.
It really is one of the great (true) stories - how Jesus' followers went from a group of scared, hopelessly compromised men and a few women whom the world ignored in AD 33, after being hunted down and killed by a succession of Jewish and Roman authorities, having their religion made officially illegal in AD 62, surrounded by people who kept trying to change the message, through persecutions approaching a census in their thoroughness, to the point where Christianity eventually conquered the Roman empire. That's amazing...
Especially since the message they were proclaiming was that their leader, who was executed before the Church started, had risen from the dead and was God.
There's a bit more of a review of the book here.