For a compelling and readable narrative overview, I'd recommend Story of the World (Vol. 1). It covers ancient history in a compelling way -- meant for elementary but I enjoy it, too. We liked the audio version.
Greek myth, greek plays, the Odyssey. You could start with an abbreviated version of the Odyssey and then move into a longer translation.
George O'Connor's graphic novel series about the Greek gods were a hit here (he took some liberties with the stories so don't read if you're a purist, but we enjoyed comparing versions and these are gripping). For example, Athena: Grey-Eyed Goddess:
http://www.amazon.com/Athena-Grey-Eyed-Olympians-George-OConnor/dp/1596434325/ref=pd_sim_b_1Horrible Histories are hilarious (book and video versions).
Documentaries about archeology and history...
That's probably enough to start!
Not such a fan of ancient Egypt
