The Works of Flavius Josephus (set of 4), translated by William Whiston (HC, various years: 1974-1980, set of 4, in wonderful shape, $20 for the set)
Wow, these look like they have never been read. It would appear that the first volume was actually bought later than the other three, as it is dated the latest, and has a different front design, though the spine 's design and lettering are the same as the other three.
Josephus was a Jewish priest who turned against his people in CE 70 while Jerusalem was under siege by the Romans. When Jerusalem had fallen, he followed Titus back to Rome. These writings were his attempt to educate the Romans about the history and traditions of the Jewish people. (Since Jerusalem had by now been destroyed, and the Jews dispersed, his attempt may have been a little too late.) His histories were put in a Roman library and forgotten. The Jews cared nothing about his works. Only by a sort of fluke did these works survive at all. In Antiquities XVIII iii Josephus writes 12 lines about "a wise man, if it be lawful to call him a man, for he was a doer of wonderful works..." These 12 lines, the only historical record of Jesus' existence, made The Works of Flavius Josephus essential for Christians to preserve.
The Dead Sea Scrolls, discovered in 1947, were probably written by the Essenes, a Jewish sect. Josephus's works are "the major primary source for information concerning the Essene sect, as well as the sects of the Pharisees and the Sadducees." So, once again, people are studying Josephus.
Josephus himself was an amazing man. When he was only 14, the Jewish chief priests would ask his opinion. At age 19 he chose to become a Pharisee. When 26 he was sent to Rome to ask for the freedom of some fellow priests. He survived a shipwreck, was befriended by Nero's wife, went home, joined the Jewish revolt, was captured, made a prediction about Vespasian that strangely came true, was released by Vespasian, went to the besieged Jerusalem, and told them to surrender. No one there was amused. Feeling unappreciated, Josephus tootled off to Rome after Jerusalem fell.
The question remains, did he actually write those lines about Jesus? Some scholars say "no way"! Some scholars say, "Of course he did!" And some think he did write something, but it was altered by scribes somewhere along the way. My own opinion, for what it is worth, and that is not much, leans more toward the second or third option. Why would Christians preserve works that had never mentioned their Messiah? We will never know for sure.
Look for this beautiful collection in the sets section.