As I look around me I see the seeds of history being sown daily. Complex relationships, questionable allies, political intrigue, wars and rumors of wars, and conspiracies (Yes, there are even some of those out there!). It reminds me of Yogi Bera saying, "The more things change, the more they stay the same", or King Solomon's "There is nothing new under the sun."
I think the biggest changes in the recorded history have been technological. Human nature has remained pretty consistant, tribal warfare (whether between tribes, nations, or ethnic cleansing as in the Balkans and Congo) has been with us all along, and we've had the struggle between tyranny and the desire for individual liberty for quite some time. We romanticize history, as with period reenactors, but the reality is that in most periods life generally sucked for the common man.
I suppose it then becomes a question of which period's wars, conflicts, intrigue, and technology fascinate you the most? As I've mentioned elsewhere, I really like the movie "The Last of the Mohicans." Plus, through that period and the American Revolution so much was happening politically. From within the Haudenosaunee (Iroqouis League) to the Colonists to the European nations striving for control and influence. "What a tangles web we weave..."