The Great Game by Peter Hopkirk is the essential background read for anyone traveling to Central Asia. It covers the 19th-century rivalry between Britain and Russia for control of the region, with Bukhara playing a starring role including the imprisonment and execution of two British officers. Gripping as a thriller, useful as history.
Samarkand by Amin Maalouf is a historical novel that begins with the 11th-century poet Omar Khayyam writing his Rubaiyat in Samarkand and follows the manuscript's fate through conquest, revolution, and the 20th century. More fiction than history, but it puts you in the right mood before you stand in front of the Registan.
A Ride to Khiva by Frederick Burnaby (1876) is the account of a British officer's disguised journey across the steppe to Khiva in winter — partly to see whether a Russian invasion of British India was feasible, partly because he was an adventurer. Entertaining and revealing of the era.
Uzbekistan: The Golden Road to Samarkand by Calum MacLeod and Bradley Mayhew (Odyssey Guides) is the most thorough English-language guidebook to the country, covering history and archaeology in real depth alongside practical information. Worth reading before you go, not just carrying around.
The Possessed: Adventures with Russian Books and the People Who Read Them by Elif Batuman includes a chapter on the Savitsky Museum in Nukus that is the best introduction to the collection and the extraordinary story of how it came to exist. The rest of the book is also wonderful.