Any particular area of history you are interested in?
I was going to say all of it, but now that I think about it I'd like to know more about individual countries, e.g. France or Spain, rather than an overview of all the western world.
Marsha
In that case Walsh's books on Spain will be most enlightening and enjoyable reads.
For websites, Amazon is good for newer books. If you are looking for older, rare, out of print, etc books than AbeBooks is a very good site for finding titles that are either hard to find or extremely expensive on Amazon. University libraries are also very good resources, although you can't buy books from them. Many public libraries also have good resources - you can use the inter-library loan system to check-out practically any book in the world from your local library.