I posted these on the Celts board, but I've decided to post them here, too. Just in case anyone else is interested.
Peter Beresford Ellis is a good start. Here are a couple I have read:
The Celtic Empire: The First Millennium of Celtic History 1000 BC - 51 AD by Peter Beresford Ellis
The Druids by Peter Beresford Ellis
Alos, I have these two books:
A History of Wales by John Davies
Scotland: The Story of a Nation by Magnus Magnusson
Both are good sources for the history of those individual countries.