Gertrude Bell, a woman born to great privilege and wealth, wrote some interesting books about the Mideast ('Syria: The Desert and the Sown' for example) and worked with T. E. Lawrence to draw up the borders of modern Iraq.
There are also many books written by soldier and adventurer Sir Richard Francis Burton who traveled through Africa and Asia in the mid 1800s and defied Victorian sensibility. Some of them include: 'Wanderings in West Africa', 'Personal Narrative of a Pilgrimage to Al-Madinah and Meccah', 'Goa, and the Blue Mountains', 'Unexplored Syria'.
Anything by Peter Hopkirk is pretty good. The Great Game stands out, but Setting the East Ablaze, Trespassers on the Roof of the World and On Secret Service East of Constantinople are all great reads.
They are also very useful as a starting point, as Hopkirk mentions many publications he has drawn on to write his books. http://en.wikipedia.org/wiki/Peter_Hopkirk