I have finished reading Robert K. Massie's Pulitzer Prize winning biography, Peter the Great: His Life and Times. If you are interested in the 1660's to 1740's, The Great Northern War, the Age of Marlborough or the shaping of Modern Russia - this is the book. As a military historian, it was refreshing to read a book that read like a novel; yet was painstakenly reasearched, well documented and has an extensive bibliography. Well worth the read.
As a money saving tip, I bought the paperback version at The Salvation Army Thrift Store for $.10. Yep, 10 cents.