This past week, a close friend asked me, “What is the first thing I should read on Oliver Cromwell?” Well, without being vain, I recommended my “To honour God”: The spirituality of Oliver Cromwell (Dundas, Ontario: Joshua Press, 1999), for the simple fact that reading an account of Cromwell’s piety enables you to get to the heart of the real man. This is what he was about. Or you could read H. F. Lovell Cocks, The Religious Life of Oliver Cromwell (London: Independent Press Ltd., 1960), which will give you the same perspective.
As for bios on Cromwell, my pastor, Bill Payne, who was a Cromwell aficionado, thought the best was John Buchan, Oliver Cromwell (London: Hodder and Stoughton, Ltd., 1934). Buchan served as the Governor-General of Canada and was an amazingly prolific author, best known today for his "thrillers." There is the more recent bio by Antonia Fraser, Cromwell. Our Chief of Men (London: Weidenfeld and Nicolson, 1973). It is amazing that, though, she is a Catholic writer, she is very fair to Cromwell. When my wife was in labour having our first child, Victoria, I took Fraser to the hospital to read while being with my wife! Not sure how much I read, but Fraser is a good read. But big.
More recently, there is Martyn Bennett, Oliver Cromwell (Routledge Historical Biographies; London/New York: Routledge, 2006), an excellent re-appraisal that is long overdue.
Finally, there is a fascinating book: Jonathan Fitzgibbons, Cromwell's Head (Kew, Richmond, Surrey: The National Archives, 2008), an absolutely gripping read regarding the “reception history” of Cromwell’s reputation in England after his death via the story of his head, literally! You gotta read it.