Michael Grant.
The History of Ancient Israel.
London: Phoenix Paperback / Orion Books, Ltd., 1997.
(Originally published in the UK by Weidenfeld & Nicolson, Ltd., 1984.)

Book information: Amazon.com.

I found this short book very instructive on the origins and development of Judaism and Israel through the first century A.D.; and, since a primary source for much of this history is the Hebrew Bible, a good introduction to the Bible as well. One could also look upon this book as an introductory religious and political history of the Near East from about 2000 B.C. through 70 A.D. I look forward to reading The Oxford History of the Biblical World.