off the top of my head (and this is limited to biographical), I'd recommend:
For Henry VIII (and his reign):
Henry VIII, J.J. Scarisbrick (Yale English Monarchs Series)
Henry: Virtuous Prince, David Starkey
Reign Of Henry VIII: The Personalities and Politics, David Starkey
The Reign of Henry VIII: Politics, Policy and Piety, Diarmuid MacCulloch
The King is Dead: The Last Will and Testament of Henry VIII, Suzannah Lipscomb
Henry VIII and The Court: Art, Politics and Performance, Thomas Betteridge and Suzannah Lipscombe
Henry VIII and History, Thomas Betteridge
Henry VIII In History, Historiography and Literature, Uwe Baumann
Six Wives: The Queens of Henry VIII, David Starkey
Elizabeth of York and Her Six Daughters-in-law: Fashioning Tudor Queenship 1485-1547 by Retha Warnicke (Queenship and Power Series)
In Bed with the Tudors: the Sex Lives of a Dynasty from Elizabeth of York to Elizabeth I, Amy Licence
Inside the Tudor Court: Henry VIII and His Six Wives Through the Writings of the Spanish Ambassador Eustace Chapuys, Lauren Mackay
Arthur Tudor, Prince of Wales: Life, Death and Commemoration, Steven Gunn and Linda Monckton
Prince Arthur: The Tudor King Who Never Was, Sean Cunningham
The Life and Death of Anne Boleyn, Eric Ives
Anne Boleyn: Fatal Attractions, G. W. Bernard
Wicked Women of Tudor England: Queens, Aristocrats, Commoners, Retha Warnicke
Jane Seymour: Henry VIII's True Love, Elizabeth Norton
The Marrying of Anne of Cleves: Royal Protocol in Tudor England, Retha Warnicke
Anna, Duchess of Cleves: The King's 'Beloved Sister', Heather R. Darsie
A Tudor Tragedy: The Life and Times of Catherine Howard, Lacey Baldwin Smith
Catherine Parr: Henry VIII's Last Love, Susan James
Katherine Parr, Opportunist, Queen, Reformer: A Theological Perspective, Don Matzat
Although, I think the best bet with Tudor history is to read a wide range of opinions and theories, and draw your own conclusions from that!