Why:
While the Master and Commander Series are historical fictions they teach you A LOT about the Napoleonic Wars, The British Empire and the British Navy.
The Afghan books are also incredible adventures that happen to be entirely true. I like books that teach me history in a fun way.
Yeah, I third the Master and Commander series. Besides extraordinary historical detail, his characters show a deep understanding of the human personality (at least to a socially inept geek).
That being said, I'm only on my second one so far.
Actually, I take that back. I do know some great ones that you ought to read no matter what your situation.
The Little Schemer http://www.ccs.neu.edu/home/matthias/BTLS/
Master and Commander http://books.google.com/books?id=rx_yw5iMtnIC&dq=&pg...
Lord of the Rings (you can find this one yourself)
and probably a lot more, but I've got to run. Good luck!