Poisoned Pen is a well-known -- one might even say famous -- book store that specializes in mysteries, thrillers and spy stories.
They've produced a list of suggested reading for people who want to get into this stuff, but who perhaps don't know the mystery/thriller/spy genre well enough to pick out writers they might like.
I won't copy the list here because it's their copyright, but it's only a click away and will open in a separate window. They have it sorted by category, type and period. As it happens, I am <ahem> on the list in the Greek/Roman section.
Casting aside what few dregs of modesty I possess, I'm going to suggest that this is a really, really good list. I haven't read everyone on it, but I've read well more than half, and these are quality writers, even if you ignore yours truly. If you read everyone on this list, you'd come away with a very extensive and a very broad knowledge of the genre.
I was really quite impressed.