I don't really think Osprey is the answer. They're a little superficial in their general histories, in my view.
I enjoy reading about the North African campaign and here are some books that I would recommend:
John Bierman and Colin Smith - The Battle of Alamein: Turning Point of World War II. This is an excellent one volume history and may be out of print but I would check abebooks.com or amazon. They may have it. It's been republished under another name.
Jon Latimer - Alamein. The first book I read. Great analysis and good bibliography for further reading.
Alan Moorehead - Desert War. He was a correspondent during the war and this recounts his reportage there. A great book.
If these whet your whistle, then I recommend Barrie Pitt's Crucible of War, a two volume set. Fantastic writer. I think it's in paperback under a different title. You can always check abebooks.com
Another book that came out last year and is not bad and also includes American participation is James Holland's Together We Stand: America, Britain and the Forging of an Alliance. He looks at various participants in the war and tells the war through their story.
There's also a nice book (out of print, but available from Abebooks) called the Imperial War Museum Book of the Desert War 1940-1942. Good commentary and great photos.