I finished reading Svat Soucek's A History of Inner Asia last night. It was excellent and I highly recommend it. It starts with the Arab conquest of Central Asia and go up to the present time. I'm still looking for a good book that covers Central Asia before that time.
Central Asia really is an interesting and important place even though most Westerners neither know nor care about it. This book is very readable and I think it would be a good introduction to Central Asian history for just about anyone.