I know I promised I would start discussing Alexander's Balkans campaigns, but after looking into the Peloponnesian War...I'm at a cross-roads.
Herodotus writes about the Greco-Persian relations prior to the war, Thucydides writes about the war itself.
Thucydides writes about most of the war, but not all of it. He misses the final seven years.
Xenophon's Hellenica (Gutenberg) begins in 411 BC (where Thucydides ends) and continues discussing Greek events until the battle of Mantinea.
These form the most authoritative primary documents for the war. There are other classical authors who wrote about the war, although they lived several centuries after the war concluded.
What about secondary documents on the Peloponnesian war?
JFC Fuller's A Military History of the Western World discusses the Peloponnesian war, and gives a great overview.