Reading around my Weimar republic course, I picked up AJP Taylor's illustrated First World War, which was a brilliant short read: the photos are fantastic, and he writes so well, with a dry humour. Followed that with a re-read: John Reed's Ten days that shook the world - not so enormously related to the Weimar republic, but I hadn't read it since I was a teenager, and I'd forgotten what an exciting book it is, and how well it captures the tension and suspense of the developing Russian revolution. What amazes me abut both the Russian revolution and the beginning of the Weimar republic is how delicately balanced everything is; the what-ifs are overwhelming. In both cases, although particularly in Germany, it might only have needed a public rally or meeting to have a different mood, or a different politician to have seized the intiative an hour earlier for world history to have been unrecognizably changed.  
Peter Gay's Weimar culture was very interesting: an examination of artistic and intellectual life in the Weimar Republic showing how influential Germany was as a cultural centre during the fifteen years of the Weimar republic, and also how the effective exile from Germany of most of its cultural heavyweights had the effect of dispersing the most radical modernist thought and art around the world.