Less of a classic, but 40k has been mentioned, so meh.
The Temeraire series by Naomi Novik is pretty good. Shortest summary possible is: the Napoleonic War WITH DRAGONS! That's exactly what it is. Good if you like the historical period.
There are some elements of it that just don't make sense if you're familiar with the reasons why Europe has almost always been a military powerhouse, but if you can ignore that, the series is worth the time.
Also, having recently read it myself, the Aeneid is good read. Virgil has a talent for writing battle and action scenes.