Pressfield's books are great. I'd additionally recommend following up the Virtues of War with The Afghan Campaign -- which is also about Alexander, but focused entirely on the time he spent in Afghanistan. There are some astounding parallels to today.

Then, when you're done, Gates of Fire is a classic (Pressfield's novel on the Battle of Thermopylae). Tides of War is on the Peloponnesian War that followed.