for summary of the entire Roman history, go to www.roman-empire.net
It is not the most detailed of sources, but a good starting point and a good compliment to sources of more specific nature. http://www.livius.org/ is also an excellent site, referring to the primary sources themselves: authors and historians of Antiquity.
They accomplished a lot; in fact, their most impressive military feats are of the Republic's era and not the Empire's.
I suggest you find Greek sources, or read Hellenistic (Alexander's death-Cleopatra's death, roughly) history, for detailed information on the Roman conquest in the Greek world together with the Roman point-of-view.
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