Recommend me some Roman history

Roman historians that are "not too dry" is a pretty tough call! I'd go for "The Lives Of The Caesars" by Suetonius.

Having just checked Amazon, it's actually "The Lives of the Twelve Caesars". If you get the Penguin Classics edition, you get the Robert Graves translation. Suetonius is much less dry than most of the other standard Roman historians (Livy, Tacitus etc.), and he has a lot of juicy stuff about various Emperors' nasty sides and perverse sexual appetites etc. so it's a fun read.

Tacitus isn't dry; it's excellent. Depressing as hell, but excellent. Plutarch is also fun, though not necessarily an accurate historical source.

Suetonius is great, yes.

Not exactly history, but Seneca's "Letters from a Stoic" is great social commentary and a good counterargument to the excesses of both the patricians and the plebians.

if you want some real stories about the roman empire's low-life vagabonds, prostitutes, slaves and decadent noblemen you should read the Saytricon by Petronius.

Unfortunately it has only come out in fragments, but one story The Dinner at Trimalchio has survived in its entirety. Petronius was of the court of Nero, and his story has a real authentic feel and is sometimes very funny.

Fellini adapted some of the ffragments for a film-version of the Satyricon.

Its the story about two runaway slaves and their mutual "boyfriend" who stroll around 1st century Rome.

Caesar's Gallic War is a classic and deservedly so.

From this vantage it is hard to know what you would find 'exciting' or even 'easy to read'. But the most sure-fire recommendation would be the Suetonius, since it is fairy racy in every sense of the word. Another, overlooked source of chatty Roman history would be a selection of Romans from Plutarch's Lives.

For me two of the fascinations of history at that period are how different the beliefs, customs and folkways were and yet how familiar and understandable the people were. Right bastards then were no different than right bastards today, togas notwithstanding. The candidates contending for power were almost identical in their means and methods. You can learn a lot.