I've already sung the praises of Tom Holland's informative and surprisingly entertaining book about the fall of the Roman Republic, Rubicon. In a nice coincidence, Holland spends 3/4 of the book giving you deep and masterfully vivid background on Roman history, politics and personalities leading up to the return of Julius Caesar from Gaul -- which is the starting point of HBO's new show Rome.
Much in the same way a knowledge of Western history only makes Deadwood exponentially more entertaining, reading Holland's book will really open up Rome for you. Most won't have time to finish it before Sunday, but it is a fast read and I think you'll find it an excellent companion piece. HBO show aside, I can honestly say this is one of my Top Ten books for the year. And, in case you hadn't noticed, I do tend to plow through the texts.