It's slightly fictionalized, but I really enjoyed Carter Beats the Devil. Although it's a slightly lengthy book, I was able to read it in a matter of a day; I just couldn't put it down. I highly recommend it, particularly because it's about one of magic's forefathers that not many people today have heard about.
David Ben's book on Dai Vernon is pretty informative, but I honestly found it to be a dry read. In fact, I'm still reading it despite having bought it a year ago... I would personally look into Karl Johnson's The Magician and the Card Sharp. Again, it's a slightly fictionalized account of Vernon's life and pursuit for quality card-magic, but it's still very informative and thorough in its research. I enjoyed it a lot, and I'm sure you'll find it really engaging.
Mysterious Stranger by David Blaine was a captivating read too. If you want to research someone more contemporary, I would recommend his book. It's also devoted to magic's history as well as the trials and triumphs of his own life in magic. Most people who've read it agree that it's an inspiring read.
Just a few options.
RS.